+29.8%
NXPI vs XLP
+22.3%
+7.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.1% |
| 7D | -0.5% | +2.3% | -2.8% | +0.3% |
| 30D | +15.0% | +9.1% | +5.9% | +18.7% |
| 3M | +12.6% | +7.9% | +4.7% | +15.8% |
| 6M | -10.6% | +9.6% | -20.2% | -6.8% |
| YTD | +22.1% | +19.4% | +2.6% | +31.2% |
| 1Y | +29.8% | +22.4% | +7.4% | +40.7% |
| All | +29.8% | +22.3% | +7.5% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling