+32.7%
NXPI vs S
-52.7%
+85.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +1.2% |
| 7D | -4.4% | -13.4% | +9.1% | -1.1% |
| 30D | +5.6% | -14.0% | +19.5% | +9.1% |
| 3M | +7.6% | +4.9% | +2.7% | +4.9% |
| 6M | -17.6% | +42.0% | -59.6% | -26.4% |
| YTD | +15.9% | +45.1% | -29.2% | +1.8% |
| 1Y | +22.4% | +33.1% | -10.7% | +9.5% |
| 3Y | +43.2% | +40.6% | +2.6% | +22.4% |
| 5Y | +21.4% | -67.5% | +88.8% | +26.0% |
| All | +32.7% | -52.7% | +85.3% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling