+1,747.1%
NXPI vs STZ
+791.1%
+956.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +1.9% | -1.9% | +3.8% | +2.7% |
| 30D | -1.4% | -1.9% | +0.5% | -0.9% |
| 3M | -29.1% | -6.2% | -22.8% | -27.8% |
| 6M | +6.2% | -14.0% | +20.2% | +11.1% |
| YTD | +5.9% | -5.1% | +11.0% | +5.3% |
| 1Y | +2.9% | -9.6% | +12.4% | +4.2% |
| 3Y | +14.5% | -47.2% | +61.7% | +42.3% |
| 5Y | +17.1% | -33.6% | +50.6% | +31.2% |
| 10Y | +193.4% | -9.8% | +203.1% | +177.3% |
| All | +1,747.1% | +791.1% | +956.0% | +411.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling