+41.0%
NXPI vs XLP
+43.9%
-2.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.8% | -7.0% | -7.6% |
| 7D | -8.1% | +3.5% | -11.6% | -8.8% |
| 30D | 0.0% | +11.6% | -11.5% | -2.5% |
| 3M | +6.2% | +7.6% | -1.4% | +4.4% |
| 6M | -15.7% | +10.0% | -25.8% | -18.1% |
| YTD | +14.1% | +19.7% | -5.6% | +5.4% |
| 1Y | +18.2% | +23.5% | -5.3% | +7.0% |
| All | +41.0% | +43.9% | -2.9% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling