+1,747.1%
NXPI vs STRL
+3,877.8%
-2,130.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.8% | -4.5% | -0.1% |
| 7D | +1.9% | +3.4% | -1.5% | +1.0% |
| 30D | -1.4% | -9.2% | +7.8% | +0.6% |
| 3M | -29.1% | -51.0% | +22.0% | -16.8% |
| 6M | +6.2% | +15.8% | -9.6% | -3.7% |
| YTD | +5.9% | +58.9% | -53.0% | -12.2% |
| 1Y | +2.9% | +68.5% | -65.6% | -17.4% |
| 3Y | +14.5% | +485.2% | -470.7% | -38.1% |
| 5Y | +17.1% | +2,005.1% | -1,988.1% | -55.8% |
| 10Y | +193.4% | +7,118.0% | -6,924.6% | -27.2% |
| All | +1,747.1% | +3,877.8% | -2,130.7% | +416.0% |
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