+2,058.1%
NXPI vs SW
+638.8%
+1,419.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.2% | +0.3% |
| 7D | +5.3% | +12.1% | -6.8% | +3.6% |
| 30D | +9.5% | +6.6% | +3.0% | +8.6% |
| 3M | +12.0% | -6.0% | +18.1% | +12.9% |
| 6M | -8.1% | +21.5% | -29.6% | -10.7% |
| YTD | +23.7% | +20.3% | +3.4% | +20.2% |
| 1Y | +31.9% | +28.1% | +3.8% | +27.1% |
| 3Y | +53.9% | +51.6% | +2.3% | +46.1% |
| 5Y | +32.5% | -0.1% | +32.6% | +27.7% |
| 10Y | +206.1% | +189.7% | +16.4% | +161.0% |
| All | +2,058.1% | +638.8% | +1,419.3% | +1,680.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling