+57.4%
INTC vs ES
-1.6%
+59.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.1% | -5.8% | -2.9% |
| 7D | -39.0% | +5.3% | -44.3% | -37.7% |
| 30D | -49.8% | +8.9% | -58.8% | -48.2% |
| 3M | -42.2% | -1.9% | -40.3% | -41.9% |
| 6M | -39.2% | +3.9% | -43.0% | -38.1% |
| YTD | +57.9% | +8.3% | +49.6% | +62.9% |
| 1Y | +57.4% | -0.1% | +57.5% | +63.7% |
| All | +57.4% | -1.6% | +59.0% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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