+102.3%
INTC vs SITM
+176.0%
-73.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.1% | -7.7% | -6.2% |
| 7D | +9.4% | +4.8% | +4.6% | +7.8% |
| 30D | +2.7% | -9.7% | +12.4% | +5.5% |
| 3M | -6.3% | -9.3% | +3.1% | -4.5% |
| 6M | +114.5% | +69.5% | +44.9% | +82.2% |
| YTD | +171.9% | +70.5% | +101.3% | +128.7% |
| 1Y | +305.0% | +145.3% | +159.8% | +204.3% |
| 3Y | +168.3% | +432.8% | -264.4% | +51.9% |
| 5Y | +102.3% | +174.0% | -71.7% | +15.5% |
| All | +102.3% | +176.0% | -73.7% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling