+111.7%
INTC vs SE
-67.4%
+179.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.1% | +7.9% | +8.9% |
| 7D | +17.4% | +0.6% | +16.8% | +17.3% |
| 30D | +2.8% | -0.1% | +2.9% | +2.4% |
| 3M | -5.3% | +34.1% | -39.4% | -10.8% |
| 6M | +140.6% | +23.2% | +117.4% | +128.7% |
| YTD | +183.1% | -11.2% | +194.3% | +183.8% |
| 1Y | +326.8% | -40.5% | +367.3% | +359.3% |
| 3Y | +179.4% | +196.3% | -16.8% | +122.3% |
| 5Y | +111.7% | -67.0% | +178.8% | +112.4% |
| All | +111.7% | -67.4% | +179.2% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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