+212.1%
NXPI vs SO
+157.8%
+54.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.0% |
| 7D | +0.7% | +1.0% | -0.4% | +0.4% |
| 30D | -6.6% | -3.2% | -3.4% | -5.9% |
| 3M | -25.4% | -1.7% | -23.7% | -25.3% |
| 6M | +11.9% | -7.2% | +19.1% | +13.5% |
| YTD | +4.0% | +4.6% | -0.5% | +2.0% |
| 1Y | +1.0% | +1.2% | -0.2% | -0.3% |
| 3Y | +16.3% | +45.3% | -28.9% | -0.1% |
| 5Y | +17.7% | +58.7% | -41.0% | -3.1% |
| All | +212.1% | +157.8% | +54.4% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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