+334.7%
INTC vs SFM
-47.5%
+382.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +1.2% |
| 7D | +18.0% | -7.2% | +25.2% | +16.9% |
| 30D | +8.9% | -14.3% | +23.3% | +7.1% |
| 3M | -1.6% | -13.7% | +12.2% | -3.1% |
| 6M | +133.1% | -6.0% | +139.1% | +133.7% |
| YTD | +187.9% | -8.2% | +196.1% | +192.2% |
| 1Y | +334.7% | -46.2% | +380.9% | +302.9% |
| All | +334.7% | -47.5% | +382.2% | +302.9% |
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 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