+103.2%
INTC vs XLU
+42.8%
+60.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.8% |
| 7D | +7.5% | -1.6% | +9.1% | +8.5% |
| 30D | +2.0% | -3.3% | +5.3% | +3.9% |
| 3M | -12.0% | -3.2% | -8.8% | -10.8% |
| 6M | +114.5% | -7.0% | +121.5% | +122.0% |
| YTD | +179.0% | +0.6% | +178.3% | +174.9% |
| 1Y | +318.3% | +2.4% | +315.8% | +307.5% |
| 3Y | +171.2% | +46.3% | +125.0% | +114.8% |
| All | +103.2% | +42.8% | +60.5% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling