+1,921.9%
NXPI vs STRL
+1,967.2%
-45.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +0.7% |
| 7D | -4.4% | -26.9% | +22.6% | +2.2% |
| 30D | +5.6% | -52.7% | +58.2% | +24.9% |
| 3M | +7.6% | -52.8% | +60.4% | +26.8% |
| 6M | -17.6% | -71.5% | +53.9% | +8.1% |
| YTD | +15.9% | -17.4% | +33.3% | +11.0% |
| 1Y | +22.4% | -35.0% | +57.3% | +23.6% |
| 3Y | +43.2% | +239.2% | -196.0% | -12.9% |
| 5Y | +21.4% | +830.2% | -808.8% | -44.9% |
| 10Y | +186.8% | +3,574.7% | -3,387.9% | -16.9% |
| All | +1,921.9% | +1,967.2% | -45.3% | +551.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling