+212.4%
NXPI vs SPYM
+309.8%
-97.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.2% |
| 7D | +6.8% | +2.6% | +4.2% | +2.9% |
| 30D | +20.0% | -2.0% | +22.0% | +24.0% |
| 3M | +14.8% | -2.8% | +17.6% | +20.2% |
| 6M | -10.5% | +2.2% | -12.6% | -12.2% |
| YTD | +23.7% | +11.5% | +12.2% | +6.9% |
| 1Y | +34.1% | +13.5% | +20.6% | +13.0% |
| 3Y | +51.2% | +78.0% | -26.8% | -30.3% |
| 5Y | +33.4% | +73.1% | -39.7% | -33.9% |
| All | +212.4% | +309.8% | -97.4% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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