+179.9%
INTC vs XLI
+69.4%
+110.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +4.0% |
| 7D | +18.0% | -0.6% | +18.6% | +18.9% |
| 30D | +8.9% | -6.9% | +15.9% | +21.4% |
| 3M | -1.6% | -1.9% | +0.4% | +2.5% |
| 6M | +133.1% | +1.0% | +132.1% | +132.6% |
| YTD | +187.9% | +11.3% | +176.6% | +149.7% |
| 1Y | +334.7% | +15.8% | +318.9% | +256.4% |
| All | +179.9% | +69.4% | +110.5% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling