+1.0%
NXPI vs STT
+74.0%
-72.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.0% |
| 7D | +0.7% | +2.2% | -1.5% | -0.7% |
| 30D | -6.6% | +3.9% | -10.5% | -9.0% |
| 3M | -25.4% | +19.2% | -44.6% | -33.4% |
| 6M | +11.9% | +60.4% | -48.5% | -19.3% |
| YTD | +4.0% | +51.5% | -47.4% | -22.8% |
| 1Y | +1.0% | +76.3% | -75.2% | -33.6% |
| All | +1.0% | +74.0% | -72.9% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded STT 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling