+377.5%
NXP vs SPY
+3,034.0%
-2,656.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -1.7% | +2.6% | -4.3% | -2.0% |
| 30D | +2.4% | -2.0% | +4.4% | +2.6% |
| 3M | -6.5% | -2.8% | -3.8% | -6.3% |
| 6M | -5.4% | +2.1% | -7.5% | -5.7% |
| YTD | -2.3% | +11.5% | -13.8% | -3.5% |
| 1Y | -4.0% | +13.5% | -17.5% | -5.4% |
| 3Y | +12.2% | +77.7% | -65.5% | +5.1% |
| 5Y | -0.9% | +72.6% | -73.5% | -7.2% |
| 10Y | +39.7% | +308.2% | -268.5% | +20.0% |
| All | +377.5% | +3,034.0% | -2,656.5% | +232.5% |
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