+1,921.9%
NXPI vs STM
+658.4%
+1,263.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.9% | -1.1% |
| 7D | -4.4% | -10.7% | +6.4% | +1.9% |
| 30D | +5.6% | -25.7% | +31.3% | +24.9% |
| 3M | +7.6% | -21.6% | +29.2% | +22.5% |
| 6M | -17.6% | -27.8% | +10.2% | -5.2% |
| YTD | +15.9% | +61.8% | -45.9% | -19.5% |
| 1Y | +22.4% | +78.1% | -55.7% | -19.7% |
| 3Y | +43.2% | +4.9% | +38.3% | +23.6% |
| 5Y | +21.4% | -14.3% | +35.6% | +17.3% |
| 10Y | +186.8% | +414.1% | -227.3% | -2.7% |
| All | +1,921.9% | +658.4% | +1,263.5% | +362.4% |
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 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