+326.8%
INTC vs ES
+17.8%
+309.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.6% | +8.4% | +9.2% |
| 7D | +17.4% | +1.4% | +16.0% | +17.8% |
| 30D | +2.8% | -1.2% | +3.9% | +2.5% |
| 3M | -5.3% | +5.0% | -10.3% | -4.6% |
| 6M | +140.6% | -2.8% | +143.4% | +140.8% |
| YTD | +183.1% | +8.6% | +174.5% | +188.2% |
| 1Y | +326.8% | +18.9% | +307.8% | +398.0% |
| All | +326.8% | +17.8% | +309.0% | +398.0% |
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