+253.8%
INTC vs XLP
+102.6%
+151.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.7% | +9.7% | +9.6% |
| 7D | +17.4% | -1.4% | +18.9% | +18.7% |
| 30D | +2.8% | -1.3% | +4.1% | +3.5% |
| 3M | -5.3% | +1.8% | -7.1% | -8.9% |
| 6M | +140.6% | -0.8% | +141.4% | +135.8% |
| YTD | +183.1% | +9.5% | +173.6% | +150.6% |
| 1Y | +326.8% | +7.2% | +319.6% | +283.1% |
| 3Y | +179.4% | +27.1% | +152.3% | +108.2% |
| 5Y | +111.7% | +32.0% | +79.7% | +51.1% |
| 10Y | +253.8% | +102.9% | +150.9% | +66.9% |
| All | +253.8% | +102.6% | +151.3% | +66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling