+16.3%
NXPI vs XLC
+72.7%
-56.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.3% |
| 7D | +0.7% | +0.6% | +0.1% | 0.0% |
| 30D | -6.6% | +0.2% | -6.9% | -7.1% |
| 3M | -25.4% | +0.6% | -26.1% | -26.7% |
| 6M | +11.9% | -4.5% | +16.4% | +16.5% |
| YTD | +4.0% | -4.7% | +8.7% | +8.3% |
| 1Y | +1.0% | -1.7% | +2.7% | +0.9% |
| 3Y | +16.3% | +72.3% | -55.9% | -33.7% |
| All | +16.3% | +72.7% | -56.4% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling