+214.4%
NXPI vs SWKS
+43.2%
+171.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.0% | -2.9% | -0.9% |
| 7D | +1.7% | +5.7% | -4.0% | -1.9% |
| 30D | +19.7% | +17.3% | +2.3% | +7.7% |
| 3M | +14.5% | +28.3% | -13.7% | -5.4% |
| 6M | -11.2% | +26.1% | -37.3% | -26.6% |
| YTD | +25.8% | +41.1% | -15.3% | -6.4% |
| 1Y | +35.2% | +31.4% | +3.8% | +5.9% |
| 3Y | +52.3% | +7.3% | +45.0% | +27.9% |
| 5Y | +34.8% | -37.7% | +72.5% | +64.4% |
| 10Y | +214.4% | +46.0% | +168.4% | +143.5% |
| All | +214.4% | +43.2% | +171.2% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling