+173.6%
NXPI vs XLC
+135.2%
+38.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.6% |
| 7D | -0.5% | +6.2% | -6.7% | -6.8% |
| 30D | +15.0% | -2.4% | +17.3% | +17.7% |
| 3M | +12.6% | -3.3% | +15.9% | +15.6% |
| 6M | -10.6% | -7.3% | -3.3% | -4.9% |
| YTD | +22.1% | -7.6% | +29.7% | +29.8% |
| 1Y | +29.8% | -3.7% | +33.5% | +31.4% |
| 3Y | +47.8% | +62.9% | -15.2% | -16.2% |
| 5Y | +33.9% | +41.6% | -7.8% | -10.2% |
| All | +173.6% | +135.2% | +38.4% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling