+50.9%
INTC vs ES
+43.3%
+7.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.9% | +10.6% | +7.9% |
| 7D | -14.4% | +1.9% | -16.3% | -14.6% |
| 30D | -50.2% | +7.1% | -57.3% | -50.7% |
| 3M | -43.6% | -1.9% | -41.7% | -43.5% |
| 6M | -50.2% | +4.4% | -54.5% | -50.9% |
| YTD | +52.5% | +7.3% | +45.2% | +48.9% |
| 1Y | +51.1% | +2.1% | +49.0% | +48.5% |
| All | +50.9% | +43.3% | +7.5% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling