+22.7%
NXPI vs XLY
+35.2%
-12.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +3.5% |
| 7D | +3.9% | -1.7% | +5.6% | +5.8% |
| 30D | +1.4% | -4.2% | +5.6% | +5.9% |
| 3M | -21.5% | -2.7% | -18.8% | -20.1% |
| 6M | +19.4% | -0.6% | +20.0% | +18.6% |
| YTD | +9.9% | -5.0% | +15.0% | +15.0% |
| 1Y | +7.9% | -4.1% | +12.0% | +11.4% |
| 3Y | +22.7% | +33.6% | -10.9% | -15.2% |
| All | +22.7% | +35.2% | -12.5% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 3y: compounded portfolio wealth divided by compounded XLY 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…
3y analysis · Full analysis span regression · 6 months rolling