+179.4%
INTC vs SFM
+96.9%
+82.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -6.5% | +15.5% | +9.0% |
| 7D | +17.4% | -5.8% | +23.2% | +17.4% |
| 30D | +2.8% | -11.4% | +14.1% | +2.8% |
| 3M | -5.3% | -12.2% | +6.9% | -5.3% |
| 6M | +140.6% | -5.2% | +145.8% | +140.6% |
| YTD | +183.1% | -4.5% | +187.6% | +183.4% |
| 1Y | +326.8% | -45.4% | +372.1% | +354.8% |
| 3Y | +179.4% | +91.1% | +88.4% | +182.9% |
| All | +179.4% | +96.9% | +82.6% | +182.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling