+130.7%
NXPI vs SITM
+4,789.7%
-4,659.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.5% | -1.1% | +2.9% |
| 7D | +3.9% | +3.9% | 0.0% | +2.7% |
| 30D | +1.4% | -6.6% | +8.0% | +2.9% |
| 3M | -21.5% | -11.9% | -9.7% | -20.6% |
| 6M | +19.4% | +81.1% | -61.7% | -5.1% |
| YTD | +9.9% | +80.0% | -70.0% | -13.8% |
| 1Y | +7.9% | +145.8% | -137.9% | -24.7% |
| 3Y | +22.7% | +475.9% | -453.2% | -40.6% |
| 5Y | +22.1% | +189.2% | -167.2% | -35.9% |
| All | +130.7% | +4,789.7% | -4,659.0% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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