+200.5%
NXPI vs SO
+184.0%
+16.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +1.9% | +2.9% |
| 7D | -0.3% | -1.1% | +0.8% | -0.1% |
| 30D | +12.7% | +8.6% | +4.1% | +10.3% |
| 3M | +7.5% | +1.8% | +5.7% | +6.9% |
| 6M | -12.3% | +3.6% | -15.9% | -13.5% |
| YTD | +19.7% | +9.9% | +9.7% | +15.7% |
| 1Y | +27.6% | +5.7% | +21.9% | +24.6% |
| 3Y | +50.0% | +52.5% | -2.5% | +26.8% |
| 5Y | +27.2% | +77.3% | -50.2% | +0.5% |
| 10Y | +200.5% | +186.8% | +13.7% | +123.8% |
| All | +200.5% | +184.0% | +16.6% | +123.8% |
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