+379.9%
NXP vs SPY
+3,056.6%
-2,676.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -0.9% | -0.9% | 0.0% | -0.8% |
| 30D | +2.4% | -2.4% | +4.8% | +2.7% |
| 3M | -5.3% | -1.2% | -4.2% | -5.2% |
| 6M | -5.0% | +3.3% | -8.3% | -5.4% |
| YTD | -1.8% | +12.3% | -14.1% | -3.1% |
| 1Y | -3.8% | +12.4% | -16.2% | -5.0% |
| 3Y | +11.8% | +78.8% | -67.0% | +4.7% |
| 5Y | -0.6% | +75.2% | -75.7% | -7.1% |
| 10Y | +40.4% | +311.1% | -270.8% | +20.5% |
| All | +379.9% | +3,056.6% | -2,676.7% | +233.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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