+210.0%
NXPI vs SPYM
+321.7%
-111.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +2.3% |
| 7D | +0.7% | -2.0% | +2.6% | +3.6% |
| 30D | -4.2% | -1.6% | -2.6% | -1.9% |
| 3M | -20.4% | +4.7% | -25.2% | -25.3% |
| 6M | +12.5% | +12.6% | -0.1% | -4.6% |
| YTD | +5.2% | +11.8% | -6.6% | -9.7% |
| 1Y | +5.1% | +17.5% | -12.4% | -15.9% |
| 3Y | +17.7% | +77.0% | -59.3% | -45.2% |
| 5Y | +16.8% | +82.6% | -65.8% | -45.9% |
| All | +210.0% | +321.7% | -111.7% | -26.9% |
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