+101.6%
INTC vs SITM
+4,789.7%
-4,688.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.5% | -2.9% | +1.2% |
| 7D | +7.5% | +3.9% | +3.6% | +6.3% |
| 30D | +2.0% | -6.6% | +8.6% | +3.5% |
| 3M | -12.0% | -11.9% | -0.1% | -10.0% |
| 6M | +114.5% | +81.1% | +33.4% | +83.3% |
| YTD | +179.0% | +80.0% | +99.0% | +137.0% |
| 1Y | +318.3% | +145.8% | +172.4% | +226.2% |
| 3Y | +171.2% | +475.9% | -304.7% | +63.2% |
| 5Y | +107.6% | +189.2% | -81.6% | +29.1% |
| All | +101.6% | +4,789.7% | -4,688.1% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling