+16.3%
NXPI vs XLB
+34.9%
-18.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -0.5% |
| 7D | +0.7% | -0.2% | +0.9% | +1.0% |
| 30D | -6.6% | -1.7% | -4.9% | -4.6% |
| 3M | -25.4% | +4.4% | -29.8% | -29.8% |
| 6M | +11.9% | +5.0% | +6.9% | +4.3% |
| YTD | +4.0% | +15.5% | -11.4% | -15.1% |
| 1Y | +1.0% | +14.9% | -13.9% | -17.0% |
| 3Y | +16.3% | +34.5% | -18.2% | -20.8% |
| All | +16.3% | +34.9% | -18.6% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling