+19.5%
NXPI vs SW
-1.6%
+21.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.5% | -6.3% | -7.4% |
| 7D | -8.1% | +4.7% | -12.8% | -9.1% |
| 30D | 0.0% | +5.0% | -5.0% | -1.1% |
| 3M | +6.2% | -7.3% | +13.6% | +8.0% |
| 6M | -15.7% | +15.0% | -30.7% | -18.8% |
| YTD | +14.1% | +18.5% | -4.4% | +8.9% |
| 1Y | +18.2% | +27.1% | -8.9% | +11.0% |
| 3Y | +42.0% | +49.3% | -7.3% | +32.0% |
| 5Y | +19.5% | -1.6% | +21.1% | +14.5% |
| All | +19.5% | -1.6% | +21.1% | +14.5% |
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