+122.1%
NXPI vs SITM
+4,608.4%
-4,486.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.5% | -5.3% | -0.7% |
| 7D | +1.9% | +9.7% | -7.8% | -0.9% |
| 30D | -1.4% | +12.7% | -14.1% | -6.5% |
| 3M | -29.1% | -13.4% | -15.6% | -27.9% |
| 6M | +6.2% | +59.6% | -53.4% | -12.5% |
| YTD | +5.9% | +73.3% | -67.4% | -16.1% |
| 1Y | +2.9% | +165.5% | -162.7% | -29.9% |
| 3Y | +14.5% | +368.7% | -354.2% | -41.1% |
| 5Y | +17.1% | +172.5% | -155.4% | -37.6% |
| All | +122.1% | +4,608.4% | -4,486.3% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling