+51.1%
INTC vs XLP
+22.3%
+28.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.3% | +9.0% | +5.8% |
| 7D | -14.4% | +0.7% | -15.2% | -13.0% |
| 30D | -50.2% | +10.3% | -60.5% | -42.1% |
| 3M | -43.6% | +6.5% | -50.1% | -36.4% |
| 6M | -50.2% | +8.4% | -58.6% | -42.1% |
| YTD | +52.5% | +18.2% | +34.3% | +89.0% |
| 1Y | +51.1% | +22.4% | +28.7% | +86.3% |
| All | +51.1% | +22.3% | +28.9% | +86.3% |
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