+215.0%
NXPI vs SPY
+308.5%
-93.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.3% |
| 7D | +9.4% | +3.3% | +6.1% | +4.2% |
| 30D | +18.1% | -2.7% | +20.8% | +23.3% |
| 3M | +15.0% | -1.7% | +16.8% | +18.5% |
| 6M | -8.4% | +3.1% | -11.5% | -11.5% |
| YTD | +24.8% | +11.9% | +12.9% | +7.2% |
| 1Y | +33.3% | +12.0% | +21.3% | +14.4% |
| 3Y | +51.0% | +78.2% | -27.2% | -31.1% |
| 5Y | +34.5% | +73.2% | -38.7% | -34.0% |
| All | +215.0% | +308.5% | -93.5% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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