+2,076.7%
NXPI vs SPY
+802.1%
+1,274.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.3% |
| 7D | +9.4% | +3.3% | +6.1% | +3.9% |
| 30D | +18.1% | -2.7% | +20.8% | +23.6% |
| 3M | +15.0% | -1.7% | +16.8% | +18.7% |
| 6M | -8.4% | +3.1% | -11.5% | -11.7% |
| YTD | +24.8% | +11.9% | +12.9% | +6.0% |
| 1Y | +33.3% | +12.0% | +21.3% | +13.2% |
| 3Y | +51.0% | +78.2% | -27.2% | -35.3% |
| 5Y | +34.5% | +73.2% | -38.7% | -37.9% |
| 10Y | +211.8% | +309.6% | -97.8% | -62.7% |
| All | +2,076.7% | +802.1% | +1,274.5% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling