-49.7%
INTU vs XLP
+7.6%
-57.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.2% |
| 7D | -7.1% | -1.0% | -6.1% | -6.9% |
| 30D | +1.5% | -0.9% | +2.3% | +1.7% |
| 3M | +10.7% | +3.8% | +6.8% | +12.6% |
| 6M | -23.8% | -1.7% | -22.1% | -23.7% |
| YTD | -49.3% | +10.3% | -59.6% | -48.2% |
| 1Y | -49.7% | +7.8% | -57.5% | -48.4% |
| All | -49.7% | +7.6% | -57.3% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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