+215.0%
NXPI vs STT
+198.7%
+16.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.7% |
| 7D | +9.4% | +5.1% | +4.2% | +6.3% |
| 30D | +18.1% | -0.2% | +18.3% | +18.5% |
| 3M | +15.0% | -8.1% | +23.2% | +20.9% |
| 6M | -8.4% | +16.6% | -25.1% | -16.2% |
| YTD | +24.8% | +37.8% | -13.1% | +3.2% |
| 1Y | +33.3% | +46.8% | -13.5% | +6.4% |
| 3Y | +51.0% | +181.2% | -130.2% | -16.4% |
| 5Y | +34.5% | +105.1% | -70.6% | -14.6% |
| All | +215.0% | +198.7% | +16.3% | +52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling