+293.1%
INTC vs XLRE
+107.7%
+185.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.7% | -5.0% |
| 7D | +9.4% | -2.7% | +12.1% | +11.4% |
| 30D | +2.7% | -2.3% | +5.0% | +4.2% |
| 3M | -6.3% | -3.5% | -2.8% | -5.0% |
| 6M | +114.5% | +1.9% | +112.6% | +109.2% |
| YTD | +171.9% | +8.3% | +163.5% | +153.1% |
| 1Y | +305.0% | +6.4% | +298.6% | +281.2% |
| 3Y | +168.3% | +30.2% | +138.1% | +117.9% |
| 5Y | +102.3% | +8.6% | +93.7% | +85.1% |
| 10Y | +249.4% | +87.4% | +162.0% | +124.2% |
| All | +293.1% | +107.7% | +185.3% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 all: compounded portfolio wealth divided by compounded XLRE 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…
all analysis · Full analysis span regression · 6 months rolling