+2,030.0%
NXPI vs XLB
+362.3%
+1,667.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.2% |
| 7D | -0.5% | +0.5% | -1.0% | -0.9% |
| 30D | +15.0% | +6.9% | +8.0% | +6.3% |
| 3M | +12.6% | -0.2% | +12.7% | +12.8% |
| 6M | -10.6% | +3.3% | -13.9% | -14.0% |
| YTD | +22.1% | +18.0% | +4.0% | -0.1% |
| 1Y | +29.8% | +24.2% | +5.5% | -0.2% |
| 3Y | +47.8% | +44.7% | +3.1% | -2.9% |
| 5Y | +33.9% | +31.6% | +2.3% | -0.5% |
| 10Y | +208.7% | +164.2% | +44.5% | -0.9% |
| All | +2,030.0% | +362.3% | +1,667.7% | +257.5% |
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