+467.6%
INTC vs XLB
+822.6%
-355.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.8% |
| 7D | +7.1% | -1.4% | +8.5% | +8.2% |
| 30D | -5.2% | -0.4% | -4.8% | -5.2% |
| 3M | -14.3% | +2.0% | -16.3% | -15.9% |
| 6M | +110.2% | +1.8% | +108.3% | +107.6% |
| YTD | +159.6% | +16.6% | +143.0% | +131.9% |
| 1Y | +289.3% | +16.9% | +272.3% | +246.0% |
| 3Y | +166.1% | +32.6% | +133.5% | +121.3% |
| 5Y | +94.4% | +35.6% | +58.7% | +59.7% |
| 10Y | +227.7% | +160.0% | +67.7% | +70.8% |
| All | +467.6% | +822.6% | -355.0% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling