+214.4%
NXPI vs XLP
+137.2%
+77.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.6% | +2.7% |
| 7D | +1.7% | -0.5% | +2.2% | +2.2% |
| 30D | +19.7% | +8.3% | +11.3% | +11.8% |
| 3M | +14.5% | +8.7% | +5.8% | +6.3% |
| 6M | -11.2% | +11.2% | -22.4% | -20.3% |
| YTD | +25.8% | +20.0% | +5.8% | +4.8% |
| 1Y | +35.2% | +21.3% | +13.9% | +11.3% |
| 3Y | +52.3% | +43.8% | +8.4% | +4.8% |
| 5Y | +34.8% | +43.3% | -8.5% | -6.7% |
| 10Y | +214.4% | +136.8% | +77.7% | +57.5% |
| All | +214.4% | +137.2% | +77.2% | +57.5% |
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