+81.8%
SPY vs NXPI
+15.6%
+66.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | +0.5% | +0.7% | -0.1% | +0.3% |
| 30D | -0.9% | -6.6% | +5.7% | +0.9% |
| 3M | +3.9% | -25.4% | +29.3% | +11.8% |
| 6M | +14.5% | +11.9% | +2.6% | +7.5% |
| YTD | +12.9% | +4.0% | +8.9% | +7.9% |
| 1Y | +19.4% | +1.0% | +18.3% | +14.4% |
| 3Y | +78.5% | +16.3% | +62.1% | +54.6% |
| 5Y | +81.8% | +17.7% | +64.0% | +49.0% |
| All | +81.8% | +15.6% | +66.2% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NXPI.
Daily Out/Under-Performance
Portfolio return minus NXPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXPI 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 5y: compounded portfolio wealth divided by compounded NXPI 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…
5y analysis · Full analysis span regression · 6 months rolling