+117.4%
INTC vs SFM
+137.0%
-19.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.2% |
| 7D | +17.1% | -0.4% | +17.6% | +17.1% |
| 30D | -40.5% | -19.2% | -21.3% | -39.6% |
| 3M | -39.4% | -40.3% | +0.9% | -36.8% |
| 6M | -49.3% | -40.9% | -8.4% | -47.1% |
| YTD | +65.9% | -35.5% | +101.4% | +69.8% |
| 1Y | +61.5% | -37.4% | +99.0% | +66.0% |
| 3Y | +59.6% | +25.5% | +34.1% | +44.2% |
| 5Y | +31.2% | +113.0% | -81.9% | +6.9% |
| All | +117.4% | +137.0% | -19.6% | +67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling