+509.9%
INTC vs XLY
+1,114.2%
-604.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +1.8% |
| 7D | +7.5% | -1.7% | +9.2% | +9.1% |
| 30D | +2.0% | -4.2% | +6.2% | +5.6% |
| 3M | -12.0% | -2.7% | -9.3% | -10.5% |
| 6M | +114.5% | -0.6% | +115.2% | +115.9% |
| YTD | +179.0% | -5.0% | +184.0% | +192.1% |
| 1Y | +318.3% | -4.1% | +322.4% | +334.3% |
| 3Y | +171.2% | +33.6% | +137.6% | +111.9% |
| 5Y | +107.6% | +28.7% | +78.9% | +63.2% |
| 10Y | +258.5% | +219.6% | +38.9% | +26.9% |
| All | +509.9% | +1,114.2% | -604.3% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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