+25.0%
INTC vs SM
-13.5%
+38.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.7% | +8.2% | +6.0% |
| 7D | -1.0% | -22.3% | +21.3% | +3.3% |
| 30D | -43.3% | -21.4% | -21.9% | -41.1% |
| 3M | -41.6% | +1.4% | -42.9% | -42.6% |
| 6M | -52.5% | +0.1% | -52.6% | -53.8% |
| YTD | +60.9% | +59.0% | +1.9% | +37.1% |
| 1Y | +55.7% | +64.3% | -8.6% | +31.1% |
| 3Y | +59.2% | -13.1% | +72.3% | +50.9% |
| 5Y | +25.0% | -13.9% | +38.9% | +15.9% |
| All | +25.0% | -13.5% | +38.5% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling