+194.4%
NXPI vs SWKS
+23.7%
+170.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.3% | -1.1% |
| 7D | +1.9% | +12.5% | -10.6% | -6.0% |
| 30D | -1.4% | +10.5% | -11.9% | -8.1% |
| 3M | -29.1% | -7.4% | -21.7% | -25.9% |
| 6M | +6.2% | +32.7% | -26.5% | -14.9% |
| YTD | +5.9% | +19.2% | -13.3% | -9.8% |
| 1Y | +2.9% | +2.4% | +0.5% | -3.3% |
| 3Y | +14.5% | -25.6% | +40.1% | +26.5% |
| 5Y | +17.1% | -53.4% | +70.5% | +76.4% |
| All | +194.4% | +23.7% | +170.7% | +147.4% |
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