+132.6%
NXPI vs XLC
+141.1%
-8.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.4% |
| 7D | -2.3% | -1.4% | -0.9% | -0.8% |
| 30D | -4.3% | -0.9% | -3.4% | -3.6% |
| 3M | -24.7% | -0.3% | -24.3% | -25.4% |
| 6M | +9.7% | -5.2% | +14.9% | +14.6% |
| YTD | +3.8% | -5.3% | +9.1% | +8.2% |
| 1Y | +1.6% | -2.8% | +4.4% | +2.8% |
| 3Y | +16.0% | +71.2% | -55.2% | -37.4% |
| 5Y | +16.1% | +37.6% | -21.5% | -18.3% |
| All | +132.6% | +141.1% | -8.6% | -17.6% |
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