+243.2%
INTC vs SBAC
+83.0%
+160.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.8% | -2.7% | -4.8% |
| 7D | +9.4% | -5.3% | +14.7% | +11.0% |
| 30D | +2.7% | +0.4% | +2.3% | +2.5% |
| 3M | -6.3% | -11.9% | +5.6% | -3.6% |
| 6M | +114.5% | -4.5% | +118.9% | +113.6% |
| YTD | +171.9% | -4.3% | +176.2% | +169.2% |
| 1Y | +305.0% | -3.9% | +308.9% | +298.9% |
| 3Y | +168.3% | -11.0% | +179.3% | +163.5% |
| 5Y | +102.3% | -44.1% | +146.4% | +132.9% |
| All | +243.2% | +83.0% | +160.1% | +180.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SBAC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling