+179.4%
INTC vs XLB
+34.9%
+144.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.0% | +10.0% | +10.2% |
| 7D | +17.4% | -0.2% | +17.7% | +17.6% |
| 30D | +2.8% | -1.7% | +4.5% | +4.5% |
| 3M | -5.3% | +4.4% | -9.6% | -11.7% |
| 6M | +140.6% | +5.0% | +135.6% | +124.4% |
| YTD | +183.1% | +15.5% | +167.6% | +131.3% |
| 1Y | +326.8% | +14.9% | +311.8% | +248.9% |
| 3Y | +179.4% | +34.5% | +144.9% | +97.1% |
| All | +179.4% | +34.9% | +144.5% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling