+111.7%
INTC vs SO
+61.3%
+50.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.0% | +8.1% | +8.9% |
| 7D | +17.4% | +1.0% | +16.4% | +17.3% |
| 30D | +2.8% | -3.2% | +6.0% | +3.3% |
| 3M | -5.3% | -1.7% | -3.6% | -5.5% |
| 6M | +140.6% | -7.2% | +147.8% | +142.6% |
| YTD | +183.1% | +4.6% | +178.6% | +176.6% |
| 1Y | +326.8% | +1.2% | +325.5% | +319.2% |
| 3Y | +179.4% | +45.3% | +134.2% | +134.7% |
| 5Y | +111.7% | +58.7% | +53.0% | +65.2% |
| All | +111.7% | +61.3% | +50.4% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling