-23.8%
INTU vs XLP
-2.5%
-21.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -2.8% |
| 7D | -7.1% | -1.0% | -6.1% | -6.4% |
| 30D | +1.5% | -0.9% | +2.3% | +2.2% |
| 3M | +10.7% | +3.8% | +6.8% | +12.7% |
| 6M | -23.8% | -1.7% | -22.1% | -21.0% |
| All | -23.8% | -2.5% | -21.4% | -21.0% |
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