+37.0%
NXPI vs S
-48.9%
+85.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.0% | -4.8% | +1.4% |
| 7D | -0.3% | +1.6% | -1.9% | -0.7% |
| 30D | +12.7% | -10.5% | +23.2% | +15.4% |
| 3M | +7.5% | +9.9% | -2.5% | +3.6% |
| 6M | -12.3% | +41.8% | -54.1% | -21.5% |
| YTD | +19.7% | +56.8% | -37.1% | +3.2% |
| 1Y | +27.6% | +39.0% | -11.4% | +13.0% |
| 3Y | +50.0% | +53.8% | -3.9% | +25.4% |
| 5Y | +27.2% | -68.6% | +95.8% | +31.3% |
| All | +37.0% | -48.9% | +85.9% | +32.8% |
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