+27.8%
INTC vs XLP
+44.5%
-16.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.9% |
| 7D | +6.0% | +2.5% | +3.5% | +5.3% |
| 30D | -39.2% | +7.3% | -46.5% | -40.8% |
| 3M | -42.9% | +8.1% | -51.0% | -44.7% |
| 6M | -50.4% | +10.5% | -60.9% | -53.1% |
| YTD | +61.7% | +21.2% | +40.5% | +41.1% |
| 1Y | +66.1% | +22.7% | +43.4% | +43.3% |
| 3Y | +58.1% | +44.8% | +13.3% | +15.3% |
| All | +27.8% | +44.5% | -16.6% | -4.7% |
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