+111.7%
INTC vs XLE
+219.7%
-108.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.1% | +7.9% | +8.7% |
| 7D | +17.4% | 0.0% | +17.4% | +17.4% |
| 30D | +2.8% | +12.6% | -9.9% | -1.8% |
| 3M | -5.3% | +11.8% | -17.1% | -9.6% |
| 6M | +140.6% | +16.1% | +124.5% | +123.3% |
| YTD | +183.1% | +46.9% | +136.3% | +135.1% |
| 1Y | +326.8% | +53.3% | +273.5% | +247.2% |
| 3Y | +179.4% | +54.9% | +124.5% | +125.7% |
| 5Y | +111.7% | +225.7% | -114.0% | +31.1% |
| All | +111.7% | +219.7% | -108.0% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling