+116.0%
INTC vs SFM
+217.9%
-101.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +1.9% |
| 7D | +18.0% | -7.2% | +25.2% | +18.5% |
| 30D | +8.9% | -14.3% | +23.3% | +9.9% |
| 3M | -1.6% | -13.7% | +12.2% | -0.9% |
| 6M | +133.1% | -6.0% | +139.1% | +132.5% |
| YTD | +187.9% | -8.2% | +196.1% | +187.3% |
| 1Y | +334.7% | -46.2% | +380.9% | +364.3% |
| 3Y | +184.2% | +83.6% | +100.6% | +149.2% |
| 5Y | +116.0% | +212.7% | -96.7% | +80.0% |
| All | +116.0% | +217.9% | -101.9% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling