+16.8%
NXPI vs SITM
+176.0%
-159.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.7% |
| 7D | +0.7% | +4.8% | -4.2% | -0.9% |
| 30D | -4.2% | -9.7% | +5.5% | -1.7% |
| 3M | -20.4% | -9.3% | -11.1% | -20.2% |
| 6M | +12.5% | +69.5% | -57.0% | -10.6% |
| YTD | +5.2% | +70.5% | -65.3% | -18.1% |
| 1Y | +5.1% | +145.3% | -140.1% | -29.4% |
| 3Y | +17.7% | +432.8% | -415.1% | -47.1% |
| 5Y | +16.8% | +174.0% | -157.2% | -46.3% |
| All | +16.8% | +176.0% | -159.2% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling