+553.9%
XLF vs NXPI
+2,224.8%
-1,670.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +2.7% | +6.8% | -4.1% | +0.9% |
| 30D | +7.6% | +20.0% | -12.4% | +2.5% |
| 3M | +1.1% | +14.8% | -13.7% | -2.9% |
| 6M | +15.9% | -10.5% | +26.4% | +17.3% |
| YTD | +8.4% | +23.7% | -15.3% | -1.1% |
| 1Y | +12.5% | +34.1% | -21.6% | +0.2% |
| 3Y | +81.6% | +51.2% | +30.3% | +49.9% |
| 5Y | +59.3% | +33.4% | +25.8% | +32.0% |
| 10Y | +225.4% | +209.2% | +16.2% | +101.9% |
| All | +553.9% | +2,224.8% | -1,670.9% | +115.8% |
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