+4,189.4%
INTC vs SM
+1,360.8%
+2,828.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.6% | +2.0% | +6.8% |
| 7D | +7.3% | +0.3% | +6.9% | +7.3% |
| 30D | -38.3% | -17.3% | -21.0% | -36.9% |
| 3M | -36.0% | -3.6% | -32.4% | -36.1% |
| 6M | -51.7% | +2.9% | -54.6% | -52.7% |
| YTD | +69.4% | +70.2% | -0.8% | +53.5% |
| 1Y | +65.0% | +66.5% | -1.5% | +49.8% |
| 3Y | +63.0% | -8.2% | +71.2% | +58.2% |
| 5Y | +33.4% | -1.5% | +34.8% | +24.4% |
| 10Y | +121.2% | +11.9% | +109.3% | +50.6% |
| All | +4,189.4% | +1,360.8% | +2,828.6% | +1,845.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling