+1,921.9%
NXPI vs XLP
+418.6%
+1,503.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.8% |
| 7D | -4.4% | +0.7% | -5.1% | -5.2% |
| 30D | +5.6% | +10.3% | -4.7% | -4.8% |
| 3M | +7.6% | +6.5% | +1.1% | +0.1% |
| 6M | -17.6% | +8.4% | -25.9% | -26.0% |
| YTD | +15.9% | +18.2% | -2.3% | -5.7% |
| 1Y | +22.4% | +22.4% | 0.0% | -4.4% |
| 3Y | +43.2% | +41.9% | +1.3% | -7.1% |
| 5Y | +21.4% | +40.9% | -19.5% | -20.9% |
| 10Y | +186.8% | +128.4% | +58.4% | +1.8% |
| All | +1,921.9% | +418.6% | +1,503.3% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling