+1.0%
NXPI vs STM
+95.2%
-94.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +0.7% | +5.2% | -4.5% | -2.0% |
| 30D | -6.6% | -7.4% | +0.8% | -3.0% |
| 3M | -25.4% | -30.6% | +5.2% | -10.9% |
| 6M | +11.9% | +66.4% | -54.5% | -20.4% |
| YTD | +4.0% | +101.1% | -97.1% | -33.7% |
| 1Y | +1.0% | +97.4% | -96.3% | -37.6% |
| All | +1.0% | +95.2% | -94.2% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded STM 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling