+57.4%
INTC vs SFM
-35.8%
+93.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.6% | -7.4% | -2.9% |
| 7D | -39.0% | -12.3% | -26.7% | -39.2% |
| 30D | -49.8% | -16.2% | -33.6% | -50.4% |
| 3M | -42.2% | -36.8% | -5.4% | -46.1% |
| 6M | -39.2% | -32.6% | -6.6% | -41.8% |
| YTD | +57.9% | -31.7% | +89.6% | +58.2% |
| 1Y | +57.4% | -35.0% | +92.4% | +58.6% |
| All | +57.4% | -35.8% | +93.2% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling