+195.8%
NXPI vs STLA
+48.0%
+147.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.3% | -0.5% |
| 7D | +0.7% | +0.7% | -0.1% | +0.2% |
| 30D | -6.6% | -2.4% | -4.3% | -6.1% |
| 3M | -25.4% | -23.9% | -1.5% | -16.9% |
| 6M | +11.9% | -24.6% | +36.5% | +23.9% |
| YTD | +4.0% | -50.5% | +54.5% | +34.7% |
| 1Y | +1.0% | -39.8% | +40.9% | +18.1% |
| 3Y | +16.3% | -65.6% | +81.9% | +66.9% |
| 5Y | +17.7% | -62.1% | +79.8% | +57.8% |
| 10Y | +195.8% | +47.8% | +148.1% | +189.4% |
| All | +195.8% | +48.0% | +147.8% | +189.4% |
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