+788.4%
SPY vs NXPI
+2,193.8%
-1,405.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.9% |
| 7D | -0.6% | -0.5% | -0.1% | -0.5% |
| 30D | -3.7% | +15.0% | -18.6% | -7.0% |
| 3M | -2.7% | +12.6% | -15.3% | -5.8% |
| 6M | +2.2% | -10.6% | +12.7% | +3.8% |
| YTD | +10.8% | +22.1% | -11.3% | +2.6% |
| 1Y | +11.2% | +29.8% | -18.5% | +1.2% |
| 3Y | +76.5% | +47.8% | +28.7% | +50.8% |
| 5Y | +72.9% | +33.9% | +39.1% | +48.0% |
| 10Y | +304.8% | +208.7% | +96.1% | +172.1% |
| All | +788.4% | +2,193.8% | -1,405.5% | +279.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling