-17.6%
NXPI vs XLP
+8.3%
-25.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +0.7% |
| 7D | -4.4% | +0.7% | -5.1% | -3.8% |
| 30D | +5.6% | +10.3% | -4.7% | +15.4% |
| 3M | +7.6% | +6.5% | +1.1% | +13.5% |
| 6M | -17.6% | +8.4% | -25.9% | -7.0% |
| All | -17.6% | +8.3% | -25.8% | -7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling