+116.0%
INTC vs S
-71.9%
+187.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +18.0% | -1.2% | +19.2% | +18.2% |
| 30D | +8.9% | -12.6% | +21.5% | +11.7% |
| 3M | -1.6% | +27.6% | -29.1% | -7.2% |
| 6M | +133.1% | +35.5% | +97.6% | +115.8% |
| YTD | +187.9% | +29.6% | +158.3% | +167.5% |
| 1Y | +334.7% | +8.1% | +326.6% | +317.8% |
| 3Y | +184.2% | +14.8% | +169.4% | +164.1% |
| 5Y | +116.0% | -70.6% | +186.6% | +123.9% |
| All | +116.0% | -71.9% | +187.9% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling