+104.5%
INTC vs SITM
+4,507.3%
-4,402.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.1% | +11.2% | +9.6% |
| 7D | +17.4% | +8.4% | +9.1% | +15.0% |
| 30D | +2.8% | -17.4% | +20.2% | +7.7% |
| 3M | -5.3% | -9.8% | +4.6% | -3.4% |
| 6M | +140.6% | +83.0% | +57.6% | +105.4% |
| YTD | +183.1% | +69.6% | +113.5% | +144.4% |
| 1Y | +326.8% | +144.9% | +181.9% | +233.7% |
| 3Y | +179.4% | +429.9% | -250.4% | +71.7% |
| 5Y | +111.7% | +169.2% | -57.4% | +34.1% |
| All | +104.5% | +4,507.3% | -4,402.8% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling