+34.7%
NXPI vs XLB
+28.0%
+6.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.6% |
| 7D | +6.8% | +0.5% | +6.2% | +6.1% |
| 30D | +20.0% | +5.2% | +14.9% | +12.9% |
| 3M | +14.8% | +0.3% | +14.5% | +14.4% |
| 6M | -10.5% | +1.2% | -11.6% | -11.9% |
| YTD | +23.7% | +16.6% | +7.1% | +1.3% |
| 1Y | +34.1% | +21.4% | +12.6% | +4.1% |
| 3Y | +51.2% | +43.2% | +8.0% | -2.4% |
| All | +34.7% | +28.0% | +6.7% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling