+270.0%
INTC vs SFM
+280.6%
-10.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +2.1% |
| 7D | +18.0% | -7.2% | +25.2% | +18.8% |
| 30D | +8.9% | -14.3% | +23.3% | +10.5% |
| 3M | -1.6% | -13.7% | +12.2% | -0.5% |
| 6M | +133.1% | -6.0% | +139.1% | +132.4% |
| YTD | +187.9% | -8.2% | +196.1% | +186.8% |
| 1Y | +334.7% | -46.2% | +380.9% | +364.3% |
| 3Y | +184.2% | +83.6% | +100.6% | +148.8% |
| 5Y | +116.0% | +212.7% | -96.7% | +70.7% |
| 10Y | +270.0% | +273.0% | -3.0% | +170.8% |
| All | +270.0% | +280.6% | -10.6% | +170.8% |
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