+15.8%
NXPI vs SITM
+412.8%
-397.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | -2.3% | +3.7% | -6.0% | -3.3% |
| 30D | -4.3% | -14.5% | +10.2% | -0.5% |
| 3M | -24.7% | -10.6% | -14.1% | -24.0% |
| 6M | +9.7% | +65.5% | -55.8% | -10.4% |
| YTD | +3.8% | +67.0% | -63.2% | -16.9% |
| 1Y | +1.6% | +138.6% | -137.0% | -29.0% |
| All | +15.8% | +412.8% | -397.1% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling