+111.7%
INTC vs XLB
+35.6%
+76.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.0% | +10.0% | +10.1% |
| 7D | +17.4% | -0.2% | +17.7% | +17.6% |
| 30D | +2.8% | -1.7% | +4.5% | +4.3% |
| 3M | -5.3% | +4.4% | -9.6% | -10.6% |
| 6M | +140.6% | +5.0% | +135.6% | +127.3% |
| YTD | +183.1% | +15.5% | +167.6% | +140.4% |
| 1Y | +326.8% | +14.9% | +311.8% | +262.6% |
| 3Y | +179.4% | +34.5% | +144.9% | +107.4% |
| 5Y | +111.7% | +36.5% | +75.2% | +54.3% |
| All | +111.7% | +35.6% | +76.1% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling