+200.5%
NXPI vs STT
+210.2%
-9.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.2% | +0.1% | +1.4% |
| 7D | -0.3% | +0.9% | -1.2% | -0.7% |
| 30D | +12.7% | -2.3% | +15.0% | +14.4% |
| 3M | +7.5% | -7.5% | +14.9% | +12.4% |
| 6M | -12.3% | +14.9% | -27.2% | -19.1% |
| YTD | +19.7% | +34.9% | -15.2% | +0.3% |
| 1Y | +27.6% | +47.1% | -19.5% | +1.8% |
| 3Y | +50.0% | +179.6% | -129.7% | -16.5% |
| 5Y | +27.2% | +107.1% | -79.9% | -19.6% |
| 10Y | +200.5% | +199.4% | +1.1% | +49.1% |
| All | +200.5% | +210.2% | -9.7% | +49.1% |
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