+27.2%
NXPI vs XLC
+38.9%
-11.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.8% | +0.9% |
| 7D | -0.3% | +7.1% | -7.4% | -6.7% |
| 30D | +12.7% | -2.7% | +15.4% | +15.6% |
| 3M | +7.5% | -3.2% | +10.6% | +9.9% |
| 6M | -12.3% | -7.7% | -4.7% | -6.7% |
| YTD | +19.7% | -8.0% | +27.7% | +27.3% |
| 1Y | +27.6% | -3.1% | +30.6% | +28.2% |
| 3Y | +50.0% | +64.9% | -14.9% | -10.8% |
| 5Y | +27.2% | +39.5% | -12.4% | -13.1% |
| All | +27.2% | +38.9% | -11.7% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling