+1,921.9%
NXPI vs STT
+519.6%
+1,402.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -4.4% | -2.5% | -1.9% | -2.7% |
| 30D | +5.6% | -5.0% | +10.5% | +9.2% |
| 3M | +7.6% | -10.5% | +18.1% | +15.4% |
| 6M | -17.6% | +10.0% | -27.6% | -22.5% |
| YTD | +15.9% | +30.7% | -14.8% | -2.8% |
| 1Y | +22.4% | +43.8% | -21.4% | -3.4% |
| 3Y | +43.2% | +168.1% | -124.8% | -23.8% |
| 5Y | +21.4% | +101.4% | -80.0% | -26.1% |
| 10Y | +186.8% | +211.3% | -24.5% | +13.8% |
| All | +1,921.9% | +519.6% | +1,402.4% | +332.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling