+200.5%
NXPI vs STLA
+21.0%
+179.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.4% |
| 7D | -0.3% | -6.4% | +6.0% | +2.4% |
| 30D | +12.7% | -1.3% | +14.0% | +12.6% |
| 3M | +7.5% | -19.9% | +27.4% | +16.3% |
| 6M | -12.3% | -42.9% | +30.6% | +9.3% |
| YTD | +19.7% | -59.4% | +79.1% | +67.5% |
| 1Y | +27.6% | -56.8% | +84.4% | +72.9% |
| 3Y | +50.0% | -73.1% | +123.0% | +138.4% |
| 5Y | +27.2% | -70.1% | +97.2% | +87.3% |
| 10Y | +200.5% | +19.8% | +180.7% | +218.7% |
| All | +200.5% | +21.0% | +179.5% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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