+466.0%
INTC vs SFM
+132.6%
+333.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.9% | +1.6% | +4.2% |
| 7D | +7.1% | -0.1% | +7.1% | +7.1% |
| 30D | -5.2% | -4.4% | -0.8% | -4.9% |
| 3M | -14.3% | +1.5% | -15.8% | -14.8% |
| 6M | +110.2% | +6.5% | +103.7% | +106.8% |
| YTD | +159.6% | +2.2% | +157.4% | +155.9% |
| 1Y | +289.3% | -41.9% | +331.2% | +312.1% |
| 3Y | +166.1% | +106.8% | +59.3% | +131.4% |
| 5Y | +94.4% | +231.6% | -137.2% | +54.8% |
| 10Y | +227.7% | +258.4% | -30.7% | +145.4% |
| All | +466.0% | +132.6% | +333.4% | +347.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling