+33.3%
NXPI vs S
+29.4%
+3.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.3% | +5.4% | -0.2% |
| 7D | +9.4% | +4.1% | +5.3% | +9.0% |
| 30D | +18.1% | -7.2% | +25.3% | +18.7% |
| 3M | +15.0% | 0.0% | +15.1% | +15.5% |
| 6M | -8.4% | +41.6% | -50.1% | -11.1% |
| YTD | +24.8% | +48.6% | -23.8% | +19.3% |
| 1Y | +33.3% | +30.0% | +3.2% | +30.8% |
| All | +33.3% | +29.4% | +3.8% | +30.8% |
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 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