+17.8%
NXPI vs STZ
-47.2%
+65.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +1.9% | -1.9% | +3.8% | +2.3% |
| 30D | -1.4% | -1.9% | +0.5% | -1.2% |
| 3M | -29.1% | -6.2% | -22.8% | -28.4% |
| 6M | +6.2% | -14.0% | +20.2% | +8.6% |
| YTD | +5.9% | -5.1% | +11.0% | +4.0% |
| 1Y | +2.9% | -9.6% | +12.4% | +2.5% |
| All | +17.8% | -47.2% | +65.1% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling