+17.1%
NXPI vs SW
-2.3%
+19.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | +1.9% | -5.1% | +7.0% | +3.1% |
| 30D | -1.4% | -4.6% | +3.2% | -0.4% |
| 3M | -29.1% | +9.4% | -38.4% | -30.7% |
| 6M | +6.2% | +3.5% | +2.7% | +4.6% |
| YTD | +5.9% | +22.0% | -16.2% | +0.5% |
| 1Y | +2.9% | +2.2% | +0.7% | +1.0% |
| 3Y | +14.5% | +19.6% | -5.1% | +8.8% |
| All | +17.1% | -2.3% | +19.5% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling