+1,714.9%
NXPI vs XLU
+387.4%
+1,327.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.2% |
| 7D | +0.7% | +2.1% | -1.4% | -0.5% |
| 30D | -6.6% | -0.4% | -6.2% | -6.5% |
| 3M | -25.4% | +0.5% | -25.9% | -25.8% |
| 6M | +11.9% | -5.8% | +17.7% | +15.2% |
| YTD | +4.0% | +3.1% | +0.9% | +1.4% |
| 1Y | +1.0% | +8.1% | -7.1% | -4.5% |
| 3Y | +16.3% | +50.5% | -34.2% | -11.4% |
| 5Y | +17.7% | +44.7% | -27.0% | -9.0% |
| 10Y | +195.8% | +136.8% | +59.0% | +63.7% |
| All | +1,714.9% | +387.4% | +1,327.5% | +268.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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