+53.5%
INTC vs SM
+63.8%
-10.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -1.9% |
| 7D | -4.0% | -19.5% | +15.5% | -7.0% |
| 30D | -44.5% | -20.2% | -24.3% | -46.1% |
| 3M | -40.4% | -6.5% | -33.9% | -40.3% |
| 6M | -53.5% | +1.6% | -55.0% | -51.7% |
| YTD | +57.5% | +61.2% | -3.7% | +58.9% |
| All | +53.5% | +63.8% | -10.4% | +57.5% |
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