+112.9%
INTC vs XLC
+143.7%
-30.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.2% | +5.7% | +5.6% |
| 7D | +7.1% | -0.8% | +7.9% | +7.9% |
| 30D | -5.2% | +1.0% | -6.3% | -6.5% |
| 3M | -14.3% | -0.7% | -13.6% | -15.1% |
| 6M | +110.2% | -5.1% | +115.3% | +117.5% |
| YTD | +159.6% | -4.3% | +163.9% | +164.9% |
| 1Y | +289.3% | -0.6% | +289.8% | +282.3% |
| 3Y | +166.1% | +72.7% | +93.4% | +53.1% |
| 5Y | +94.4% | +38.0% | +56.4% | +39.3% |
| All | +112.9% | +143.7% | -30.8% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling