+19.1%
NXPI vs S
-57.8%
+76.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.5% | -1.2% |
| 7D | +0.7% | -5.8% | +6.5% | +2.1% |
| 30D | -6.6% | -9.2% | +2.6% | -4.9% |
| 3M | -25.4% | +23.4% | -48.8% | -30.2% |
| 6M | +11.9% | +36.9% | -25.0% | +0.8% |
| YTD | +4.0% | +29.5% | -25.5% | -5.3% |
| 1Y | +1.0% | +5.4% | -4.4% | -3.4% |
| 3Y | +16.3% | +14.7% | +1.6% | +5.1% |
| 5Y | +17.7% | -71.5% | +89.2% | +26.3% |
| All | +19.1% | -57.8% | +76.8% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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