+664.5%
XLI vs NXPI
+1,889.2%
-1,224.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | -1.1% | +1.9% | -3.0% | -1.6% |
| 30D | -5.9% | -1.4% | -4.5% | -5.7% |
| 3M | -0.3% | -29.1% | +28.8% | +8.3% |
| 6M | +0.1% | +6.2% | -6.1% | -3.5% |
| YTD | +13.6% | +5.9% | +7.7% | +9.2% |
| 1Y | +17.2% | +2.9% | +14.3% | +13.0% |
| 3Y | +68.2% | +14.5% | +53.7% | +52.4% |
| 5Y | +80.7% | +17.1% | +63.7% | +58.1% |
| 10Y | +253.3% | +193.4% | +59.9% | +131.0% |
| All | +664.5% | +1,889.2% | -1,224.7% | +204.9% |
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