+29.8%
NXPI vs XLB
+24.6%
+5.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.2% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | +15.0% | +6.9% | +8.0% | +7.8% |
| 3M | +12.6% | -0.2% | +12.7% | +12.7% |
| 6M | -10.6% | +3.3% | -13.9% | -13.3% |
| YTD | +22.1% | +18.0% | +4.0% | +5.0% |
| 1Y | +29.8% | +24.2% | +5.5% | +7.3% |
| All | +29.8% | +24.6% | +5.2% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling