+57.4%
INTC vs XLB
+29.8%
+27.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.5% | -6.3% | -5.4% |
| 7D | -39.0% | +3.9% | -42.9% | -40.9% |
| 30D | -49.8% | +8.9% | -58.7% | -53.4% |
| 3M | -42.2% | +4.1% | -46.4% | -44.4% |
| 6M | -39.2% | +7.3% | -46.5% | -43.1% |
| YTD | +57.9% | +20.4% | +37.5% | +32.5% |
| 1Y | +57.4% | +29.5% | +27.8% | +21.6% |
| All | +57.4% | +29.8% | +27.5% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling