+17.1%
NXPI vs S
-71.4%
+88.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +1.9% | -7.7% | +9.6% | +3.8% |
| 30D | -1.4% | -5.3% | +3.9% | -0.6% |
| 3M | -29.1% | +20.3% | -49.3% | -33.2% |
| 6M | +6.2% | +47.4% | -41.2% | -6.6% |
| YTD | +5.9% | +32.5% | -26.7% | -4.4% |
| 1Y | +2.9% | +9.5% | -6.6% | -2.7% |
| 3Y | +14.5% | +15.5% | -1.0% | +2.7% |
| All | +17.1% | -71.4% | +88.5% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling