-10.1%
INTU vs XLP
+10.8%
-20.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | +0.5% |
| 7D | +7.1% | +3.5% | +3.7% | +2.3% |
| 30D | +23.0% | +11.6% | +11.5% | +6.6% |
| 3M | +8.7% | +7.6% | +1.1% | -1.0% |
| 6M | -10.1% | +10.0% | -20.1% | -18.7% |
| All | -10.1% | +10.8% | -20.9% | -18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling