+289.3%
INTC vs SPG
+21.3%
+267.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +4.2% |
| 7D | +7.1% | -2.4% | +9.5% | +6.2% |
| 30D | -5.2% | -6.8% | +1.6% | -7.5% |
| 3M | -14.3% | +2.7% | -17.0% | -15.6% |
| 6M | +110.2% | +5.5% | +104.7% | +100.1% |
| YTD | +159.6% | +15.7% | +143.9% | +162.0% |
| 1Y | +289.3% | +20.9% | +268.4% | +319.8% |
| All | +289.3% | +21.3% | +267.9% | +319.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling