+1,921.9%
NXPI vs ES
+324.3%
+1,597.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.5% |
| 7D | -4.4% | +1.9% | -6.2% | -5.1% |
| 30D | +5.6% | +7.1% | -1.5% | +2.9% |
| 3M | +7.6% | -1.9% | +9.5% | +8.0% |
| 6M | -17.6% | +4.4% | -21.9% | -19.3% |
| YTD | +15.9% | +7.3% | +8.6% | +12.0% |
| 1Y | +22.4% | +2.1% | +20.3% | +19.6% |
| 3Y | +43.2% | +41.8% | +1.4% | +20.8% |
| 5Y | +21.4% | +1.4% | +19.9% | +15.5% |
| 10Y | +186.8% | +86.8% | +100.0% | +93.9% |
| All | +1,921.9% | +324.3% | +1,597.7% | +440.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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