+54.4%
INTC vs XLP
+22.1%
+32.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +6.9% |
| 7D | -1.0% | +0.1% | -1.1% | -0.8% |
| 30D | -43.3% | +8.9% | -52.2% | -34.8% |
| 3M | -41.6% | +7.5% | -49.1% | -33.1% |
| 6M | -52.5% | +9.4% | -61.9% | -43.8% |
| YTD | +60.9% | +19.3% | +41.6% | +105.0% |
| All | +54.4% | +22.1% | +32.3% | +95.5% |
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