+34.7%
NXPI vs XLP
+44.5%
-9.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.6% |
| 7D | +6.8% | +2.5% | +4.2% | +5.3% |
| 30D | +20.0% | +7.3% | +12.7% | +15.1% |
| 3M | +14.8% | +8.1% | +6.7% | +9.4% |
| 6M | -10.5% | +10.5% | -20.9% | -16.7% |
| YTD | +23.7% | +21.2% | +2.6% | +6.4% |
| 1Y | +34.1% | +22.7% | +11.4% | +13.9% |
| 3Y | +51.2% | +44.8% | +6.4% | +7.8% |
| All | +34.7% | +44.5% | -9.7% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling