+103.2%
INTC vs SCHG
+84.3%
+18.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +1.7% |
| 7D | +7.5% | -1.0% | +8.5% | +8.6% |
| 30D | +2.0% | -1.3% | +3.2% | +3.4% |
| 3M | -12.0% | +5.4% | -17.4% | -16.5% |
| 6M | +114.5% | +14.4% | +100.1% | +88.9% |
| YTD | +179.0% | +8.0% | +170.9% | +160.4% |
| 1Y | +318.3% | +12.7% | +305.6% | +276.1% |
| 3Y | +171.2% | +85.6% | +85.6% | +53.9% |
| All | +103.2% | +84.3% | +18.9% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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