+198.6%
NXPI vs XLP
+101.7%
+96.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.9% |
| 7D | +1.9% | -1.0% | +2.9% | +2.8% |
| 30D | -1.4% | -0.9% | -0.6% | -0.9% |
| 3M | -29.1% | +3.8% | -32.9% | -32.3% |
| 6M | +6.2% | -1.7% | +7.9% | +6.2% |
| YTD | +5.9% | +10.3% | -4.4% | -5.0% |
| 1Y | +2.9% | +7.8% | -4.9% | -6.1% |
| 3Y | +14.5% | +27.2% | -12.7% | -11.8% |
| 5Y | +17.1% | +32.5% | -15.5% | -13.1% |
| All | +198.6% | +101.7% | +96.9% | +65.8% |
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