+86.5%
INTC vs S
-56.8%
+143.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.4% | +4.1% | +4.4% |
| 7D | +7.1% | -7.7% | +14.8% | +8.7% |
| 30D | -5.2% | -5.3% | +0.1% | -4.4% |
| 3M | -14.3% | +20.3% | -34.6% | -18.0% |
| 6M | +110.2% | +47.4% | +62.8% | +91.9% |
| YTD | +159.6% | +32.5% | +127.1% | +141.0% |
| 1Y | +289.3% | +9.5% | +279.7% | +273.8% |
| 3Y | +166.1% | +15.5% | +150.5% | +147.7% |
| 5Y | +94.4% | -71.2% | +165.6% | +99.6% |
| All | +86.5% | -56.8% | +143.3% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling