+66.1%
INTC vs SMR
-81.8%
+147.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -1.4% |
| 7D | +6.0% | -8.3% | +14.3% | +9.0% |
| 30D | -39.2% | -20.1% | -19.1% | -34.5% |
| 3M | -42.9% | -52.7% | +9.7% | -29.3% |
| 6M | -50.4% | -61.0% | +10.6% | -37.1% |
| YTD | +61.7% | -67.1% | +128.8% | +113.6% |
| 1Y | +66.1% | -79.9% | +146.0% | +134.3% |
| All | +66.1% | -81.8% | +147.9% | +134.3% |
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