+1,747.1%
NXPI vs SO
+389.5%
+1,357.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | -1.4% | -4.6% | +3.1% | -0.2% |
| 3M | -29.1% | -3.0% | -26.0% | -28.7% |
| 6M | +6.2% | -8.3% | +14.5% | +8.2% |
| YTD | +5.9% | +3.5% | +2.3% | +3.9% |
| 1Y | +2.9% | -0.9% | +3.8% | +2.1% |
| 3Y | +14.5% | +45.4% | -30.9% | -2.2% |
| 5Y | +17.1% | +59.6% | -42.6% | -4.4% |
| 10Y | +193.4% | +156.6% | +36.8% | +104.4% |
| All | +1,747.1% | +389.5% | +1,357.6% | +648.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling