+200.5%
NXPI vs SWKS
+37.5%
+163.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +2.8% |
| 7D | -0.3% | -2.7% | +2.4% | +1.6% |
| 30D | +12.7% | +8.5% | +4.2% | +6.9% |
| 3M | +7.5% | +17.3% | -9.8% | -5.7% |
| 6M | -12.3% | +25.1% | -37.4% | -27.1% |
| YTD | +19.7% | +33.3% | -13.7% | -7.4% |
| 1Y | +27.6% | +22.9% | +4.7% | +4.5% |
| 3Y | +50.0% | +5.5% | +44.4% | +27.2% |
| 5Y | +27.2% | -41.9% | +69.1% | +62.6% |
| 10Y | +200.5% | +32.4% | +168.1% | +143.4% |
| All | +200.5% | +37.5% | +163.0% | +143.4% |
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