+642.0%
INTC vs SCHG
+1,121.7%
-479.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.1% | -5.1% |
| 7D | +9.4% | -2.7% | +12.2% | +12.5% |
| 30D | +2.7% | -2.2% | +4.9% | +5.1% |
| 3M | -6.3% | +6.2% | -12.4% | -11.5% |
| 6M | +114.5% | +13.4% | +101.1% | +91.4% |
| YTD | +171.9% | +7.1% | +164.8% | +157.2% |
| 1Y | +305.0% | +12.5% | +292.5% | +266.3% |
| 3Y | +168.3% | +86.2% | +82.2% | +48.9% |
| 5Y | +102.3% | +83.9% | +18.4% | +12.2% |
| 10Y | +249.4% | +451.3% | -201.9% | -34.1% |
| All | +642.0% | +1,121.7% | -479.7% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling