+252.1%
INTC vs XLI
+260.4%
-8.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +1.5% |
| 7D | +7.5% | -1.7% | +9.1% | +9.3% |
| 30D | +2.0% | -7.3% | +9.2% | +10.4% |
| 3M | -12.0% | -1.3% | -10.6% | -10.0% |
| 6M | +114.5% | +2.2% | +112.3% | +112.8% |
| YTD | +179.0% | +11.7% | +167.3% | +153.7% |
| 1Y | +318.3% | +14.3% | +304.0% | +272.9% |
| 3Y | +171.2% | +70.3% | +100.9% | +68.9% |
| 5Y | +107.6% | +82.3% | +25.3% | +22.3% |
| All | +252.1% | +260.4% | -8.3% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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