+200.5%
NXPI vs XLP
+130.4%
+70.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +2.6% |
| 7D | -0.3% | +0.1% | -0.4% | -0.5% |
| 30D | +12.7% | +8.9% | +3.8% | +4.8% |
| 3M | +7.5% | +7.5% | 0.0% | +0.7% |
| 6M | -12.3% | +9.4% | -21.8% | -20.2% |
| YTD | +19.7% | +19.3% | +0.4% | +0.2% |
| 1Y | +27.6% | +21.7% | +5.8% | +4.7% |
| 3Y | +50.0% | +44.0% | +6.0% | +3.1% |
| 5Y | +27.2% | +42.8% | -15.6% | -11.7% |
| 10Y | +200.5% | +128.8% | +71.7% | +52.2% |
| All | +200.5% | +130.4% | +70.1% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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