+2,058.7%
NXPI vs XME
+126.5%
+1,932.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | +0.2% |
| 7D | +6.8% | +0.3% | +6.5% | +6.5% |
| 30D | +20.0% | -6.1% | +26.2% | +24.7% |
| 3M | +14.8% | -18.6% | +33.4% | +29.8% |
| 6M | -10.5% | -23.9% | +13.4% | +5.4% |
| YTD | +23.7% | -9.3% | +33.1% | +28.4% |
| 1Y | +34.1% | +1.8% | +32.3% | +29.1% |
| 3Y | +51.2% | +93.0% | -41.8% | -4.1% |
| 5Y | +33.4% | +107.0% | -73.6% | -21.5% |
| 10Y | +209.2% | +266.9% | -57.7% | +14.6% |
| All | +2,058.7% | +126.5% | +1,932.2% | +1,113.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling