+518.9%
INTC vs XLU
+639.3%
-120.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.9% | +8.2% | +8.5% |
| 7D | +17.4% | +2.1% | +15.3% | +15.9% |
| 30D | +2.8% | -0.4% | +3.1% | +3.1% |
| 3M | -5.3% | +0.5% | -5.7% | -5.9% |
| 6M | +140.6% | -5.8% | +146.4% | +148.2% |
| YTD | +183.1% | +3.1% | +180.0% | +175.0% |
| 1Y | +326.8% | +8.1% | +318.6% | +301.8% |
| 3Y | +179.4% | +50.5% | +128.9% | +110.7% |
| 5Y | +111.7% | +44.7% | +67.0% | +62.3% |
| 10Y | +253.8% | +136.8% | +117.0% | +91.7% |
| All | +518.9% | +639.3% | -120.4% | +42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling