+17.7%
INTC vs XLP
+40.8%
-23.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.3% | +9.0% | +8.0% |
| 7D | -14.4% | +0.7% | -15.2% | -14.7% |
| 30D | -50.2% | +10.3% | -60.5% | -52.3% |
| 3M | -43.6% | +6.5% | -50.1% | -45.3% |
| 6M | -50.2% | +8.4% | -58.6% | -52.9% |
| YTD | +52.5% | +18.2% | +34.3% | +34.0% |
| 1Y | +51.1% | +22.4% | +28.7% | +28.7% |
| 3Y | +50.3% | +41.9% | +8.4% | +9.8% |
| All | +17.7% | +40.8% | -23.1% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling