+34.8%
NXPI vs XLP
+43.1%
-8.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.6% | +2.8% |
| 7D | +1.7% | -0.5% | +2.2% | +2.0% |
| 30D | +19.7% | +8.3% | +11.3% | +14.0% |
| 3M | +14.5% | +8.7% | +5.8% | +8.7% |
| 6M | -11.2% | +11.2% | -22.4% | -18.0% |
| YTD | +25.8% | +20.0% | +5.8% | +8.8% |
| 1Y | +35.2% | +21.3% | +13.9% | +15.7% |
| 3Y | +52.3% | +43.8% | +8.4% | +8.8% |
| 5Y | +34.8% | +43.3% | -8.5% | +1.1% |
| All | +34.8% | +43.1% | -8.3% | +1.1% |
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