+57.4%
INTC vs XLP
+24.3%
+33.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.4% | -7.1% | +1.4% |
| 7D | -39.0% | +5.9% | -44.9% | -32.7% |
| 30D | -49.8% | +13.5% | -63.3% | -39.3% |
| 3M | -42.2% | +8.4% | -50.6% | -33.0% |
| 6M | -39.2% | +11.5% | -50.7% | -27.1% |
| YTD | +57.9% | +20.6% | +37.3% | +100.3% |
| 1Y | +57.4% | +24.3% | +33.0% | +101.2% |
| All | +57.4% | +24.3% | +33.1% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 1y: compounded portfolio wealth divided by compounded XLP 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…
1y analysis · Full analysis span regression · 6 months rolling