+195.8%
NXPI vs STT
+264.2%
-68.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.0% |
| 7D | +0.7% | +2.2% | -1.5% | -0.6% |
| 30D | -6.6% | +3.9% | -10.5% | -8.7% |
| 3M | -25.4% | +19.2% | -44.6% | -32.6% |
| 6M | +11.9% | +60.4% | -48.5% | -14.8% |
| YTD | +4.0% | +51.5% | -47.4% | -18.4% |
| 1Y | +1.0% | +76.3% | -75.2% | -27.2% |
| 3Y | +16.3% | +200.7% | -184.4% | -37.8% |
| 5Y | +17.7% | +157.5% | -139.8% | -33.9% |
| 10Y | +195.8% | +262.0% | -66.2% | +38.7% |
| All | +195.8% | +264.2% | -68.3% | +38.7% |
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