+98.7%
INTC vs XLP
+126.4%
-27.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.3% | +9.0% | +8.6% |
| 7D | -14.4% | +0.7% | -15.2% | -15.2% |
| 30D | -50.2% | +10.3% | -60.5% | -54.6% |
| 3M | -43.6% | +6.5% | -50.1% | -47.5% |
| 6M | -50.2% | +8.4% | -58.6% | -55.3% |
| YTD | +52.5% | +18.2% | +34.3% | +24.9% |
| 1Y | +51.1% | +22.4% | +28.7% | +19.3% |
| 3Y | +50.3% | +41.9% | +8.4% | +0.3% |
| 5Y | +19.2% | +40.9% | -21.7% | -20.2% |
| All | +98.7% | +126.4% | -27.7% | -12.9% |
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