+305.0%
INTC vs SM
+51.5%
+253.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.5% |
| 7D | +9.4% | +2.1% | +7.3% | +9.6% |
| 30D | +2.7% | +18.1% | -15.5% | +4.3% |
| 3M | -6.3% | +17.0% | -23.3% | -3.1% |
| 6M | +114.5% | +55.4% | +59.0% | +114.8% |
| YTD | +171.9% | +108.6% | +63.3% | +157.4% |
| 1Y | +305.0% | +45.7% | +259.3% | +362.6% |
| All | +305.0% | +51.5% | +253.5% | +362.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling