+8,872.3%
INTC vs SO
+6,268.1%
+2,604.2%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.1% | +8.8% | +8.0% |
| 7D | -14.4% | -1.5% | -13.0% | -14.1% |
| 30D | -50.2% | +8.1% | -58.3% | -51.7% |
| 3M | -43.6% | +0.2% | -43.8% | -43.9% |
| 6M | -50.2% | +0.4% | -50.6% | -50.8% |
| YTD | +52.5% | +8.5% | +44.0% | +46.1% |
| 1Y | +51.1% | +4.9% | +46.2% | +46.4% |
| 3Y | +50.3% | +47.9% | +2.4% | +27.3% |
| 5Y | +19.2% | +75.7% | -56.5% | -5.8% |
| 10Y | +105.1% | +178.0% | -72.9% | +37.1% |
| All | +8,872.3% | +6,268.1% | +2,604.2% | +2,421.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling