+93.9%
INTC vs XLP
+32.7%
+61.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.3% | +4.9% |
| 7D | +7.1% | -1.0% | +8.1% | +7.6% |
| 30D | -5.2% | -0.9% | -4.3% | -5.0% |
| 3M | -14.3% | +3.8% | -18.1% | -17.8% |
| 6M | +110.2% | -1.7% | +111.9% | +109.4% |
| YTD | +159.6% | +10.3% | +149.4% | +135.8% |
| 1Y | +289.3% | +7.8% | +281.5% | +258.3% |
| 3Y | +166.1% | +27.2% | +138.9% | +109.8% |
| All | +93.9% | +32.7% | +61.1% | +51.8% |
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