+4,712.4%
SMH vs NXPI
+1,889.2%
+2,823.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.0% |
| 7D | +2.5% | +1.9% | +0.6% | +1.6% |
| 30D | -0.5% | -1.4% | +1.0% | +0.2% |
| 3M | -9.6% | -29.1% | +19.4% | +7.1% |
| 6M | +42.1% | +6.2% | +35.9% | +35.9% |
| YTD | +57.4% | +5.9% | +51.6% | +50.1% |
| 1Y | +96.2% | +2.9% | +93.3% | +88.8% |
| 3Y | +267.9% | +14.5% | +253.4% | +232.4% |
| 5Y | +327.7% | +17.1% | +310.6% | +283.6% |
| 10Y | +1,764.6% | +193.4% | +1,571.3% | +1,035.6% |
| All | +4,712.4% | +1,889.2% | +2,823.3% | +1,562.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NXPI.
Daily Out/Under-Performance
Portfolio return minus NXPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXPI 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 NXPI 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