+111.9%
INTC vs SO
+197.2%
-85.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.9% |
| 7D | +6.0% | +1.4% | +4.7% | +5.6% |
| 30D | -39.2% | +4.7% | -43.9% | -40.4% |
| 3M | -42.9% | +1.7% | -44.6% | -43.5% |
| 6M | -50.4% | +2.2% | -52.6% | -51.3% |
| YTD | +61.7% | +10.0% | +51.7% | +53.4% |
| 1Y | +66.1% | +6.0% | +60.1% | +59.8% |
| 3Y | +58.1% | +54.1% | +4.0% | +26.8% |
| 5Y | +27.9% | +79.6% | -51.8% | -5.7% |
| All | +111.9% | +197.2% | -85.2% | +34.2% |
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