+23.5%
INTC vs SFM
+100.9%
-77.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.0% |
| 7D | -4.0% | -6.9% | +2.9% | -3.8% |
| 30D | -44.5% | -25.0% | -19.5% | -43.8% |
| 3M | -40.4% | -42.7% | +2.3% | -38.7% |
| 6M | -53.5% | -41.0% | -12.5% | -52.4% |
| YTD | +57.5% | -38.7% | +96.2% | +60.2% |
| 1Y | +51.2% | -38.1% | +89.3% | +53.4% |
| 3Y | +51.6% | +19.3% | +32.3% | +35.0% |
| 5Y | +23.5% | +103.1% | -79.6% | -1.9% |
| All | +23.5% | +100.9% | -77.5% | -1.9% |
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 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