+1,921.9%
NXPI vs STZ
+894.8%
+1,027.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.3% |
| 7D | -4.4% | +4.9% | -9.3% | -6.2% |
| 30D | +5.6% | +20.9% | -15.3% | -2.6% |
| 3M | +7.6% | +8.0% | -0.4% | +3.5% |
| 6M | -17.6% | -5.3% | -12.3% | -17.1% |
| YTD | +15.9% | +5.9% | +10.0% | +9.5% |
| 1Y | +22.4% | +14.2% | +8.2% | +11.8% |
| 3Y | +43.2% | -37.0% | +80.2% | +64.4% |
| 5Y | +21.4% | -29.7% | +51.1% | +32.4% |
| 10Y | +186.8% | +5.2% | +181.6% | +153.4% |
| All | +1,921.9% | +894.8% | +1,027.2% | +432.2% |
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