+1,747.1%
NXPI vs STM
+848.0%
+899.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.1% |
| 7D | +1.9% | +5.8% | -3.9% | -1.5% |
| 30D | -1.4% | -1.0% | -0.4% | -1.2% |
| 3M | -29.1% | -33.3% | +4.2% | -12.0% |
| 6M | +6.2% | +57.4% | -51.2% | -23.4% |
| YTD | +5.9% | +102.2% | -96.3% | -34.8% |
| 1Y | +2.9% | +99.6% | -96.7% | -36.8% |
| 3Y | +14.5% | +14.5% | 0.0% | -5.0% |
| 5Y | +17.1% | +21.4% | -4.3% | -6.7% |
| 10Y | +193.4% | +695.0% | -501.6% | -22.3% |
| All | +1,747.1% | +848.0% | +899.1% | +274.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling