+1,818.3%
NXPI vs XLY
+762.3%
+1,056.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +3.4% |
| 7D | +3.9% | -1.7% | +5.6% | +6.1% |
| 30D | +1.4% | -4.2% | +5.6% | +6.6% |
| 3M | -21.5% | -2.7% | -18.8% | -20.0% |
| 6M | +19.4% | -0.6% | +20.0% | +18.4% |
| YTD | +9.9% | -5.0% | +15.0% | +15.2% |
| 1Y | +7.9% | -4.1% | +12.0% | +11.6% |
| 3Y | +22.7% | +33.6% | -10.9% | -16.7% |
| 5Y | +22.1% | +28.7% | -6.7% | -14.6% |
| 10Y | +229.9% | +219.6% | +10.3% | -37.6% |
| All | +1,818.3% | +762.3% | +1,056.0% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling