+123.0%
INTC vs XLC
+142.6%
-19.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -6.1% |
| 7D | +9.4% | -1.7% | +11.1% | +11.0% |
| 30D | +2.7% | +0.2% | +2.5% | +2.0% |
| 3M | -6.3% | +0.7% | -7.0% | -8.7% |
| 6M | +114.5% | -4.5% | +118.9% | +120.0% |
| YTD | +171.9% | -4.7% | +176.6% | +178.4% |
| 1Y | +305.0% | -1.5% | +306.5% | +301.2% |
| 3Y | +168.3% | +72.2% | +96.1% | +54.6% |
| 5Y | +102.3% | +39.3% | +63.0% | +43.4% |
| All | +123.0% | +142.6% | -19.6% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling