+1,747.1%
NXPI vs XLB
+356.6%
+1,390.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.7% |
| 7D | +1.9% | -1.4% | +3.3% | +3.6% |
| 30D | -1.4% | -0.4% | -1.1% | -1.1% |
| 3M | -29.1% | +2.0% | -31.0% | -30.9% |
| 6M | +6.2% | +1.8% | +4.4% | +3.6% |
| YTD | +5.9% | +16.6% | -10.7% | -12.2% |
| 1Y | +2.9% | +16.9% | -14.1% | -15.0% |
| 3Y | +14.5% | +32.6% | -18.1% | -16.7% |
| 5Y | +17.1% | +35.6% | -18.6% | -16.0% |
| 10Y | +193.4% | +160.0% | +33.3% | -4.4% |
| All | +1,747.1% | +356.6% | +1,390.5% | +214.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling