+15,172.7%
INTC vs ES
+1,243.3%
+13,929.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +4.7% |
| 7D | +7.1% | +0.3% | +6.8% | +7.0% |
| 30D | -5.2% | -2.0% | -3.2% | -4.6% |
| 3M | -14.3% | +1.7% | -16.0% | -15.3% |
| 6M | +110.2% | -3.5% | +113.7% | +110.8% |
| YTD | +159.6% | +7.9% | +151.7% | +150.6% |
| 1Y | +289.3% | +17.2% | +272.1% | +263.3% |
| 3Y | +166.1% | +29.3% | +136.7% | +136.8% |
| 5Y | +94.4% | -5.7% | +100.1% | +90.1% |
| 10Y | +227.7% | +85.2% | +142.5% | +155.7% |
| All | +15,172.7% | +1,243.3% | +13,929.4% | +6,901.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling