+2,030.0%
NXPI vs STZ
+919.6%
+1,110.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.5% | +5.3% | -5.8% | -2.5% |
| 30D | +15.0% | +19.6% | -4.6% | +6.7% |
| 3M | +12.6% | +10.0% | +2.6% | +7.4% |
| 6M | -10.6% | -0.3% | -10.3% | -11.8% |
| YTD | +22.1% | +8.6% | +13.5% | +14.3% |
| 1Y | +29.8% | +16.6% | +13.2% | +17.6% |
| 3Y | +47.8% | -34.8% | +82.6% | +67.4% |
| 5Y | +33.9% | -27.8% | +61.7% | +44.5% |
| 10Y | +208.7% | +12.5% | +196.2% | +166.1% |
| All | +2,030.0% | +919.6% | +1,110.4% | +455.3% |
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