+1,747.1%
NXPI vs SPYM
+816.3%
+930.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.8% |
| 7D | +1.9% | +0.1% | +1.8% | +1.7% |
| 30D | -1.4% | +0.1% | -1.5% | -1.6% |
| 3M | -29.1% | +2.0% | -31.1% | -30.6% |
| 6M | +6.2% | +13.1% | -6.8% | -10.5% |
| YTD | +5.9% | +13.6% | -7.8% | -11.3% |
| 1Y | +2.9% | +20.1% | -17.2% | -20.3% |
| 3Y | +14.5% | +77.6% | -63.1% | -47.4% |
| 5Y | +17.1% | +82.5% | -65.5% | -46.4% |
| 10Y | +193.4% | +317.6% | -124.2% | -55.3% |
| All | +1,747.1% | +816.3% | +930.8% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling