+111.7%
INTC vs SM
+111.2%
+0.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.6% | +5.4% | +8.4% |
| 7D | +17.4% | -0.2% | +17.6% | +17.5% |
| 30D | +2.8% | +31.5% | -28.7% | -2.5% |
| 3M | -5.3% | +17.3% | -22.6% | -8.9% |
| 6M | +140.6% | +48.5% | +92.1% | +116.4% |
| YTD | +183.1% | +106.3% | +76.9% | +134.4% |
| 1Y | +326.8% | +47.3% | +279.5% | +281.2% |
| 3Y | +179.4% | -1.4% | +180.9% | +161.7% |
| 5Y | +111.7% | +114.0% | -2.3% | +71.5% |
| All | +111.7% | +111.2% | +0.5% | +71.5% |
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 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