+270.0%
INTC vs XLE
+175.5%
+94.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | +18.0% | +0.3% | +17.7% | +17.8% |
| 30D | +8.9% | +8.5% | +0.4% | +5.2% |
| 3M | -1.6% | +14.6% | -16.2% | -7.9% |
| 6M | +133.1% | +17.6% | +115.5% | +113.6% |
| YTD | +187.9% | +48.1% | +139.8% | +136.9% |
| 1Y | +334.7% | +53.8% | +280.9% | +251.4% |
| 3Y | +184.2% | +56.2% | +128.0% | +127.8% |
| 5Y | +116.0% | +227.7% | -111.7% | +21.2% |
| 10Y | +270.0% | +181.3% | +88.7% | +118.3% |
| All | +270.0% | +175.5% | +94.5% | +118.3% |
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