+51.2%
NXPI vs STRL
+341.0%
-289.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | -0.2% |
| 7D | +6.8% | +15.7% | -8.9% | +3.5% |
| 30D | +20.0% | -35.5% | +55.5% | +29.5% |
| 3M | +14.8% | -47.1% | +62.0% | +28.5% |
| 6M | -10.5% | -65.8% | +55.3% | +8.3% |
| YTD | +23.7% | -4.5% | +28.3% | +15.7% |
| 1Y | +34.1% | -10.5% | +44.5% | +26.7% |
| 3Y | +51.2% | +340.6% | -289.4% | -5.4% |
| All | +51.2% | +341.0% | -289.8% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 3y: compounded portfolio wealth divided by compounded STRL 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…
3y analysis · Full analysis span regression · 6 months rolling