+15,172.7%
INTC vs SO
+5,976.4%
+9,196.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.7% |
| 7D | +7.1% | -0.2% | +7.2% | +7.1% |
| 30D | -5.2% | -4.6% | -0.6% | -3.8% |
| 3M | -14.3% | -3.0% | -11.3% | -14.0% |
| 6M | +110.2% | -8.3% | +118.4% | +114.4% |
| YTD | +159.6% | +3.5% | +156.1% | +153.7% |
| 1Y | +289.3% | -0.9% | +290.2% | +285.0% |
| 3Y | +166.1% | +45.4% | +120.7% | +127.2% |
| 5Y | +94.4% | +59.6% | +34.8% | +59.6% |
| 10Y | +227.7% | +156.6% | +71.1% | +125.7% |
| All | +15,172.7% | +5,976.4% | +9,196.3% | +4,278.1% |
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