+16.3%
NXPI vs XME
+136.1%
-119.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -2.4% |
| 7D | +0.7% | +3.6% | -2.9% | -1.6% |
| 30D | -6.6% | +3.6% | -10.2% | -8.9% |
| 3M | -25.4% | +1.2% | -26.6% | -26.3% |
| 6M | +11.9% | +9.0% | +2.9% | +4.6% |
| YTD | +4.0% | +15.9% | -11.9% | -8.3% |
| 1Y | +1.0% | +43.2% | -42.1% | -25.2% |
| 3Y | +16.3% | +137.4% | -121.0% | -43.2% |
| All | +16.3% | +136.1% | -119.8% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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