+25.0%
INTC vs SE
-77.7%
+102.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.5% | +5.0% |
| 7D | -1.0% | +3.3% | -4.3% | -1.5% |
| 30D | -43.3% | -18.2% | -25.1% | -41.2% |
| 3M | -41.6% | -31.3% | -10.3% | -37.9% |
| 6M | -52.5% | -10.1% | -42.4% | -52.3% |
| YTD | +60.9% | -38.9% | +99.8% | +72.0% |
| 1Y | +55.7% | -48.0% | +103.7% | +71.3% |
| 3Y | +59.2% | +78.8% | -19.6% | +38.4% |
| 5Y | +25.0% | -77.1% | +102.2% | +28.7% |
| All | +25.0% | -77.7% | +102.7% | +28.7% |
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