+51.6%
INTC vs XLP
+43.9%
+7.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.0% |
| 7D | -4.0% | +2.3% | -6.3% | -3.2% |
| 30D | -44.5% | +9.1% | -53.6% | -43.2% |
| 3M | -40.4% | +7.9% | -48.3% | -39.0% |
| 6M | -53.5% | +9.6% | -63.1% | -52.8% |
| YTD | +57.5% | +19.4% | +38.1% | +51.9% |
| 1Y | +51.2% | +22.4% | +28.8% | +43.3% |
| 3Y | +51.6% | +43.2% | +8.4% | +38.6% |
| All | +51.6% | +43.9% | +7.7% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling