+155.1%
INTC vs SN
+419.0%
-263.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +4.8% |
| 7D | +7.1% | -9.3% | +16.4% | +9.9% |
| 30D | -5.2% | -4.8% | -0.4% | -4.0% |
| 3M | -14.3% | +40.4% | -54.7% | -22.7% |
| 6M | +110.2% | +50.9% | +59.2% | +84.3% |
| YTD | +159.6% | +54.9% | +104.7% | +125.0% |
| 1Y | +289.3% | +43.0% | +246.2% | +243.6% |
| All | +155.1% | +419.0% | -263.9% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3y: compounded portfolio wealth divided by compounded SN 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…
3y analysis · Full analysis span regression · 6 months rolling