+195.8%
NXPI vs STZ
-14.3%
+210.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.9% | +0.5% |
| 7D | +0.7% | -7.4% | +8.0% | +3.7% |
| 30D | -6.6% | -10.9% | +4.3% | -2.4% |
| 3M | -25.4% | -13.4% | -12.0% | -21.5% |
| 6M | +11.9% | -16.2% | +28.1% | +18.1% |
| YTD | +4.0% | -10.4% | +14.5% | +5.5% |
| 1Y | +1.0% | -14.8% | +15.8% | +4.5% |
| 3Y | +16.3% | -50.1% | +66.5% | +49.3% |
| 5Y | +17.7% | -38.8% | +56.5% | +36.4% |
| 10Y | +195.8% | -14.1% | +209.9% | +198.5% |
| All | +195.8% | -14.3% | +210.2% | +198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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