+13.1%
INTC vs S
-49.1%
+62.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -4.0% | +1.4% | -5.4% | -4.2% |
| 30D | -44.5% | -10.8% | -33.7% | -43.0% |
| 3M | -40.4% | +5.4% | -45.8% | -41.2% |
| 6M | -53.5% | +41.2% | -94.7% | -57.1% |
| YTD | +57.5% | +56.2% | +1.3% | +41.3% |
| 1Y | +51.2% | +36.3% | +14.9% | +39.0% |
| 3Y | +51.6% | +49.4% | +2.2% | +34.5% |
| 5Y | +23.5% | -66.9% | +90.3% | +23.0% |
| All | +13.1% | -49.1% | +62.2% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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