+57.4%
INTC vs SMR
-87.0%
+144.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.5% | +0.7% | -2.4% |
| 7D | -39.0% | -9.5% | -29.5% | -36.7% |
| 30D | -49.8% | -33.2% | -16.6% | -43.2% |
| 3M | -42.2% | -45.9% | +3.7% | -31.3% |
| 6M | -39.2% | -57.9% | +18.7% | -24.6% |
| YTD | +57.9% | -63.8% | +121.7% | +101.3% |
| 1Y | +57.4% | -85.6% | +143.0% | +167.4% |
| All | +57.4% | -87.0% | +144.4% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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