+198.6%
NXPI vs STM
+666.6%
-468.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.1% |
| 7D | +1.9% | +5.8% | -3.9% | -1.7% |
| 30D | -1.4% | -1.0% | -0.4% | -1.2% |
| 3M | -29.1% | -33.3% | +4.2% | -11.2% |
| 6M | +6.2% | +57.4% | -51.2% | -25.0% |
| YTD | +5.9% | +102.2% | -96.3% | -36.9% |
| 1Y | +2.9% | +99.6% | -96.7% | -38.8% |
| 3Y | +14.5% | +14.5% | 0.0% | -6.9% |
| 5Y | +17.1% | +21.4% | -4.3% | -9.3% |
| All | +198.6% | +666.6% | -468.0% | +45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling