+383.8%
INTC vs FIG
-71.6%
+455.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.4% | +8.9% | +4.2% |
| 7D | +7.1% | -16.3% | +23.4% | +6.0% |
| 30D | -5.2% | -14.3% | +9.1% | -5.8% |
| 3M | -14.3% | +7.2% | -21.4% | -12.5% |
| 6M | +110.2% | -18.6% | +128.8% | +117.0% |
| YTD | +159.6% | -35.5% | +195.1% | +173.7% |
| 1Y | +289.3% | -55.8% | +345.1% | +322.1% |
| All | +383.8% | -71.6% | +455.5% | +419.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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