+32.6%
INTC vs XLC
+137.2%
-104.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.5% |
| 7D | +6.0% | +3.7% | +2.3% | +2.5% |
| 30D | -39.2% | -1.9% | -37.3% | -37.9% |
| 3M | -42.9% | -3.1% | -39.8% | -41.3% |
| 6M | -50.4% | -6.4% | -44.0% | -47.9% |
| YTD | +61.7% | -6.8% | +68.5% | +69.6% |
| 1Y | +66.1% | -1.7% | +67.8% | +65.3% |
| 3Y | +58.1% | +64.7% | -6.5% | -4.5% |
| 5Y | +27.9% | +41.1% | -13.2% | -10.6% |
| All | +32.6% | +137.2% | -104.7% | -49.1% |
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