+270.0%
INTC vs ES
+83.1%
+186.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.2% |
| 7D | +18.0% | 0.0% | +18.0% | +18.0% |
| 30D | +8.9% | -1.0% | +10.0% | +9.3% |
| 3M | -1.6% | +1.5% | -3.0% | -2.6% |
| 6M | +133.1% | -3.5% | +136.6% | +133.9% |
| YTD | +187.9% | +7.0% | +180.9% | +177.5% |
| 1Y | +334.7% | +15.3% | +319.4% | +303.4% |
| 3Y | +184.2% | +30.2% | +154.0% | +146.4% |
| 5Y | +116.0% | -4.3% | +120.3% | +110.4% |
| 10Y | +270.0% | +87.5% | +182.5% | +199.1% |
| All | +270.0% | +83.1% | +186.9% | +199.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling