+69.4%
INTC vs SN
+681.9%
-612.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.9% | +2.5% | +4.8% |
| 7D | -1.0% | +7.6% | -8.6% | -2.6% |
| 30D | -43.3% | +24.1% | -67.4% | -46.1% |
| 3M | -41.6% | +23.7% | -65.3% | -44.6% |
| 6M | -52.5% | +105.5% | -158.0% | -60.2% |
| YTD | +60.9% | +105.1% | -44.2% | +34.0% |
| 1Y | +55.7% | +148.3% | -92.6% | +24.2% |
| 3Y | +59.2% | +438.7% | -379.5% | +20.2% |
| All | +69.4% | +681.9% | -612.6% | +27.8% |
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