+65.0%
INTC vs SFM
-36.1%
+101.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.5% | +4.1% | +8.3% |
| 7D | +7.3% | -7.1% | +14.3% | +5.4% |
| 30D | -38.3% | -21.4% | -16.9% | -40.0% |
| 3M | -36.0% | -40.1% | +4.1% | -41.2% |
| 6M | -51.7% | -38.0% | -13.7% | -54.9% |
| YTD | +69.4% | -36.5% | +105.9% | +67.2% |
| 1Y | +65.0% | -35.2% | +100.2% | +62.6% |
| All | +65.0% | -36.1% | +101.1% | +62.6% |
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