+102.3%
INTC vs XLF
+62.9%
+39.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -5.3% |
| 7D | +9.4% | -2.9% | +12.3% | +12.3% |
| 30D | +2.7% | -1.6% | +4.3% | +3.9% |
| 3M | -6.3% | +9.3% | -15.5% | -14.7% |
| 6M | +114.5% | +14.6% | +99.9% | +85.4% |
| YTD | +171.9% | +4.7% | +167.1% | +156.3% |
| 1Y | +305.0% | +8.6% | +296.4% | +266.5% |
| 3Y | +168.3% | +73.9% | +94.5% | +59.5% |
| 5Y | +102.3% | +65.0% | +37.3% | +21.8% |
| All | +102.3% | +62.9% | +39.4% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling