+138.8%
INTC vs SMR
+11.2%
+127.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +15.3% | -6.2% | +7.4% |
| 7D | +17.4% | +21.4% | -4.0% | +15.0% |
| 30D | +2.8% | +13.8% | -11.1% | +1.2% |
| 3M | -5.3% | +3.9% | -9.2% | -5.9% |
| 6M | +140.6% | -4.2% | +144.8% | +138.2% |
| YTD | +183.1% | -21.1% | +204.2% | +184.7% |
| 1Y | +326.8% | -67.1% | +393.8% | +353.1% |
| 3Y | +179.4% | +88.9% | +90.6% | +157.6% |
| All | +138.8% | +11.2% | +127.5% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling