+109.3%
INTC vs XLE
+167.3%
-58.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.3% |
| 7D | -1.0% | -7.9% | +6.9% | +2.5% |
| 30D | -43.3% | -4.8% | -38.5% | -42.3% |
| 3M | -41.6% | +8.4% | -50.0% | -44.0% |
| 6M | -52.5% | +12.7% | -65.1% | -55.6% |
| YTD | +60.9% | +41.3% | +19.6% | +34.2% |
| 1Y | +55.7% | +42.3% | +13.4% | +29.3% |
| 3Y | +59.2% | +65.1% | -5.9% | +24.2% |
| 5Y | +25.0% | +150.2% | -125.2% | -21.2% |
| 10Y | +109.3% | +163.9% | -54.6% | +28.4% |
| All | +109.3% | +167.3% | -58.0% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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