+545.2%
XLF vs NXPI
+1,889.2%
-1,344.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.1% |
| 7D | 0.0% | +1.9% | -1.9% | -0.5% |
| 30D | +0.2% | -1.4% | +1.6% | +0.5% |
| 3M | +11.7% | -29.1% | +40.8% | +20.9% |
| 6M | +13.8% | +6.2% | +7.6% | +8.9% |
| YTD | +7.0% | +5.9% | +1.1% | +2.0% |
| 1Y | +9.1% | +2.9% | +6.3% | +4.4% |
| 3Y | +75.6% | +14.5% | +61.1% | +56.6% |
| 5Y | +66.4% | +17.1% | +49.4% | +42.9% |
| 10Y | +250.3% | +193.4% | +56.9% | +120.4% |
| All | +545.2% | +1,889.2% | -1,344.0% | +122.6% |
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