+6,474.8%
INTC vs SM
+1,608.3%
+4,866.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.5% | +7.0% | +4.8% |
| 7D | +7.1% | +0.1% | +7.0% | +7.0% |
| 30D | -5.2% | +26.3% | -31.5% | -8.3% |
| 3M | -14.3% | +8.7% | -23.0% | -15.9% |
| 6M | +110.2% | +51.7% | +58.5% | +95.3% |
| YTD | +159.6% | +99.0% | +60.6% | +131.6% |
| 1Y | +289.3% | +34.6% | +254.7% | +265.4% |
| 3Y | +166.1% | -7.8% | +173.8% | +159.0% |
| 5Y | +94.4% | +104.8% | -10.4% | +65.1% |
| 10Y | +227.7% | +7.2% | +220.5% | +125.4% |
| All | +6,474.8% | +1,608.3% | +4,866.5% | +2,836.1% |
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