+270.0%
INTC vs SO
+155.9%
+114.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +18.0% | 0.0% | +17.9% | +18.0% |
| 30D | +8.9% | -2.5% | +11.4% | +9.9% |
| 3M | -1.6% | -4.2% | +2.6% | -0.7% |
| 6M | +133.1% | -7.7% | +140.7% | +137.6% |
| YTD | +187.9% | +3.8% | +184.1% | +179.8% |
| 1Y | +334.7% | +0.1% | +334.6% | +327.0% |
| 3Y | +184.2% | +44.2% | +140.0% | +134.0% |
| 5Y | +116.0% | +57.9% | +58.1% | +68.8% |
| 10Y | +270.0% | +162.0% | +108.0% | +146.4% |
| All | +270.0% | +155.9% | +114.1% | +146.4% |
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