+1,747.1%
NXPI vs STT
+627.0%
+1,120.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +1.9% | +0.5% | +1.4% | +1.6% |
| 30D | -1.4% | +3.9% | -5.3% | -3.9% |
| 3M | -29.1% | +20.0% | -49.0% | -36.9% |
| 6M | +6.2% | +55.3% | -49.1% | -20.0% |
| YTD | +5.9% | +53.3% | -47.5% | -19.9% |
| 1Y | +2.9% | +74.7% | -71.8% | -28.3% |
| 3Y | +14.5% | +205.8% | -191.3% | -44.1% |
| 5Y | +17.1% | +145.0% | -128.0% | -37.3% |
| 10Y | +193.4% | +266.0% | -72.7% | +4.5% |
| All | +1,747.1% | +627.0% | +1,120.1% | +256.4% |
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