+243.4%
INTC vs SFM
+39.6%
+203.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.0% |
| 7D | -4.0% | -6.9% | +2.9% | -3.4% |
| 30D | -44.5% | -25.0% | -19.5% | -43.2% |
| 3M | -40.4% | -42.7% | +2.3% | -37.5% |
| 6M | -53.5% | -41.0% | -12.5% | -51.5% |
| YTD | +57.5% | -38.7% | +96.2% | +62.2% |
| 1Y | +51.2% | -38.1% | +89.3% | +55.4% |
| 3Y | +51.6% | +19.3% | +32.3% | +38.7% |
| 5Y | +23.5% | +103.1% | -79.6% | +2.6% |
| 10Y | +106.4% | +131.1% | -24.7% | +60.5% |
| All | +243.4% | +39.6% | +203.8% | +183.8% |
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