+65.0%
XLF vs NXPI
+16.4%
+48.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -2.9% | +0.7% | -3.5% | -3.0% |
| 30D | -1.6% | -4.2% | +2.6% | -0.8% |
| 3M | +9.3% | -20.4% | +29.7% | +13.8% |
| 6M | +14.6% | +12.5% | +2.1% | +8.3% |
| YTD | +4.7% | +5.2% | -0.5% | +0.2% |
| 1Y | +8.6% | +5.1% | +3.5% | +3.5% |
| 3Y | +73.9% | +17.7% | +56.2% | +52.4% |
| 5Y | +65.0% | +16.8% | +48.2% | +38.0% |
| All | +65.0% | +16.4% | +48.7% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling