+117.4%
INTC vs XLP
+135.7%
-18.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | +17.1% | -0.2% | +17.3% | +17.3% |
| 30D | -40.5% | +8.2% | -48.6% | -44.7% |
| 3M | -39.4% | +7.7% | -47.1% | -44.0% |
| 6M | -49.3% | +9.3% | -58.6% | -54.7% |
| YTD | +65.9% | +19.5% | +46.4% | +34.8% |
| 1Y | +61.5% | +21.0% | +40.5% | +29.4% |
| 3Y | +59.6% | +43.2% | +16.4% | +5.7% |
| 5Y | +31.2% | +42.7% | -11.6% | -13.1% |
| All | +117.4% | +135.7% | -18.3% | -11.0% |
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