+279.1%
XLE vs NXPI
+2,077.5%
-1,798.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.4% |
| 7D | -12.0% | -4.4% | -7.6% | -11.0% |
| 30D | -2.7% | +5.6% | -8.3% | -4.4% |
| 3M | +6.6% | +7.6% | -1.0% | +3.9% |
| 6M | +9.5% | -17.6% | +27.1% | +13.0% |
| YTD | +40.6% | +15.9% | +24.7% | +29.8% |
| 1Y | +43.6% | +22.4% | +21.2% | +30.2% |
| 3Y | +58.1% | +43.2% | +14.8% | +31.3% |
| 5Y | +152.2% | +21.4% | +130.8% | +111.0% |
| 10Y | +172.9% | +186.8% | -13.9% | +68.3% |
| All | +279.1% | +2,077.5% | -1,798.4% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXPI.
Daily Out/Under-Performance
Portfolio return minus NXPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXPI 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 NXPI 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