+66.1%
INTC vs XLP
+22.7%
+43.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -0.4% |
| 7D | +6.0% | +2.5% | +3.5% | +10.0% |
| 30D | -39.2% | +7.3% | -46.5% | -31.2% |
| 3M | -42.9% | +8.1% | -51.0% | -33.7% |
| 6M | -50.4% | +10.5% | -60.9% | -40.1% |
| YTD | +61.7% | +21.2% | +40.5% | +111.2% |
| 1Y | +66.1% | +22.7% | +43.4% | +117.4% |
| All | +66.1% | +22.7% | +43.4% | +117.4% |
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