+164.3%
INTC vs XLF
+73.0%
+91.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -5.2% |
| 7D | +9.4% | -2.9% | +12.3% | +12.4% |
| 30D | +2.7% | -1.6% | +4.3% | +4.0% |
| 3M | -6.3% | +9.3% | -15.5% | -15.5% |
| 6M | +114.5% | +14.6% | +99.9% | +82.3% |
| YTD | +171.9% | +4.7% | +167.1% | +155.2% |
| 1Y | +305.0% | +8.6% | +296.4% | +261.3% |
| All | +164.3% | +73.0% | +91.3% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 3y: compounded portfolio wealth divided by compounded XLF 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…
3y analysis · Full analysis span regression · 6 months rolling