+1,747.1%
NXPI vs SW
+649.3%
+1,097.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | +1.9% | -5.1% | +7.0% | +2.6% |
| 30D | -1.4% | -4.6% | +3.2% | -0.8% |
| 3M | -29.1% | +9.4% | -38.4% | -30.0% |
| 6M | +6.2% | +3.5% | +2.7% | +5.3% |
| YTD | +5.9% | +22.0% | -16.2% | +2.7% |
| 1Y | +2.9% | +2.2% | +0.7% | +1.9% |
| 3Y | +14.5% | +19.6% | -5.1% | +10.8% |
| 5Y | +17.1% | -2.3% | +19.4% | +12.9% |
| 10Y | +193.4% | +181.4% | +12.0% | +150.1% |
| All | +1,747.1% | +649.3% | +1,097.8% | +1,422.0% |
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