+9.5%
INTC vs S
-52.7%
+62.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.6% | +6.1% | +7.4% |
| 7D | -14.4% | -13.4% | -1.0% | -11.7% |
| 30D | -50.2% | -14.0% | -36.3% | -48.6% |
| 3M | -43.6% | +4.9% | -48.5% | -44.3% |
| 6M | -50.2% | +42.0% | -92.2% | -54.1% |
| YTD | +52.5% | +45.1% | +7.4% | +38.9% |
| 1Y | +51.1% | +33.1% | +18.1% | +39.7% |
| 3Y | +50.3% | +40.6% | +9.7% | +35.2% |
| 5Y | +19.2% | -67.5% | +86.6% | +19.9% |
| All | +9.5% | -52.7% | +62.2% | +5.5% |
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