+16.1%
NXPI vs SPYM
+81.6%
-65.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.5% |
| 7D | -2.3% | -0.4% | -1.9% | -1.7% |
| 30D | -4.3% | -1.4% | -3.0% | -2.2% |
| 3M | -24.7% | +3.7% | -28.4% | -28.7% |
| 6M | +9.7% | +13.0% | -3.3% | -9.6% |
| YTD | +3.8% | +12.5% | -8.7% | -13.6% |
| 1Y | +1.6% | +18.6% | -17.0% | -22.3% |
| 3Y | +16.0% | +78.0% | -62.0% | -51.8% |
| 5Y | +16.1% | +82.3% | -66.2% | -50.5% |
| All | +16.1% | +81.6% | -65.5% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling