+57.4%
INTC vs XLU
+0.7%
+56.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.4% | -4.2% | -3.7% |
| 7D | -39.0% | +2.6% | -41.6% | -38.9% |
| 30D | -49.8% | +9.1% | -59.0% | -50.3% |
| 3M | -42.2% | -0.4% | -41.8% | -41.5% |
| 6M | -39.2% | -4.7% | -34.5% | -37.4% |
| YTD | +57.9% | +4.3% | +53.6% | +52.8% |
| 1Y | +57.4% | +1.0% | +56.4% | +60.1% |
| All | +57.4% | +0.7% | +56.7% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling