+800.1%
SPY vs NXPI
+2,263.6%
-1,463.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.6% |
| 7D | -0.9% | +1.7% | -2.6% | -1.3% |
| 30D | -2.4% | +19.7% | -22.0% | -6.7% |
| 3M | -1.2% | +14.5% | -15.7% | -4.7% |
| 6M | +3.3% | -11.2% | +14.5% | +5.1% |
| YTD | +12.3% | +25.8% | -13.5% | +3.2% |
| 1Y | +12.4% | +35.2% | -22.8% | +1.3% |
| 3Y | +78.8% | +52.3% | +26.6% | +51.6% |
| 5Y | +75.2% | +34.8% | +40.3% | +49.6% |
| 10Y | +311.1% | +214.4% | +96.7% | +174.9% |
| All | +800.1% | +2,263.6% | -1,463.5% | +281.2% |
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