+1.6%
NXPI vs S
+5.0%
-3.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -2.3% | -1.2% | -1.0% | -2.1% |
| 30D | -4.3% | -12.6% | +8.2% | -3.0% |
| 3M | -24.7% | +27.6% | -52.2% | -28.1% |
| 6M | +9.7% | +35.5% | -25.7% | +2.3% |
| YTD | +3.8% | +29.6% | -25.8% | -2.2% |
| 1Y | +1.6% | +8.1% | -6.5% | +2.4% |
| All | +1.6% | +5.0% | -3.4% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling