+27.8%
INTC vs XLI
+69.5%
-41.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.0% |
| 7D | +6.0% | +3.8% | +2.2% | +1.0% |
| 30D | -39.2% | +1.0% | -40.2% | -39.3% |
| 3M | -42.9% | -8.9% | -34.0% | -34.7% |
| 6M | -50.4% | -2.3% | -48.1% | -47.7% |
| YTD | +61.7% | +9.7% | +52.0% | +47.8% |
| 1Y | +66.1% | +12.3% | +53.8% | +47.5% |
| 3Y | +58.1% | +71.5% | -13.3% | -12.6% |
| All | +27.8% | +69.5% | -41.7% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling