+106.4%
INTC vs SO
+188.2%
-81.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -4.0% | -0.1% | -3.9% | -4.0% |
| 30D | -44.5% | +8.7% | -53.2% | -46.2% |
| 3M | -40.4% | +3.4% | -43.8% | -41.3% |
| 6M | -53.5% | +3.7% | -57.2% | -54.6% |
| YTD | +57.5% | +10.0% | +47.5% | +49.4% |
| 1Y | +51.2% | +6.6% | +44.6% | +45.2% |
| 3Y | +51.6% | +52.5% | -0.9% | +22.2% |
| 5Y | +23.5% | +76.1% | -52.6% | -8.1% |
| 10Y | +106.4% | +194.9% | -88.5% | +31.2% |
| All | +106.4% | +188.2% | -81.8% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling