+106.4%
INTC vs XLP
+129.0%
-22.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.2% |
| 7D | -4.0% | +2.3% | -6.3% | -5.7% |
| 30D | -44.5% | +9.1% | -53.6% | -48.8% |
| 3M | -40.4% | +7.9% | -48.3% | -45.0% |
| 6M | -53.5% | +9.6% | -63.1% | -58.6% |
| YTD | +57.5% | +19.4% | +38.1% | +28.0% |
| 1Y | +51.2% | +22.4% | +28.8% | +19.7% |
| 3Y | +51.6% | +43.2% | +8.4% | +0.4% |
| 5Y | +23.5% | +42.6% | -19.1% | -18.1% |
| 10Y | +106.4% | +135.4% | -29.0% | -15.1% |
| All | +106.4% | +129.0% | -22.7% | -15.1% |
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