+198.0%
INTC vs SN
+496.6%
-298.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.0% | +8.0% | +8.8% |
| 7D | +17.4% | +0.1% | +17.3% | +17.4% |
| 30D | +2.8% | -5.6% | +8.4% | +4.1% |
| 3M | -5.3% | +48.1% | -53.3% | -14.0% |
| 6M | +140.6% | +57.6% | +83.0% | +114.1% |
| YTD | +183.1% | +56.5% | +126.6% | +151.6% |
| 1Y | +326.8% | +52.6% | +274.2% | +280.1% |
| 3Y | +179.4% | +412.0% | -232.5% | +127.9% |
| All | +198.0% | +496.6% | -298.6% | +140.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling