+111.7%
INTC vs SPG
+106.4%
+5.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.2% | +7.9% | +8.5% |
| 7D | +17.4% | 0.0% | +17.4% | +17.4% |
| 30D | +2.8% | -4.9% | +7.7% | +5.4% |
| 3M | -5.3% | +3.3% | -8.6% | -8.0% |
| 6M | +140.6% | +11.2% | +129.4% | +123.5% |
| YTD | +183.1% | +17.1% | +166.1% | +155.0% |
| 1Y | +326.8% | +21.6% | +305.2% | +273.8% |
| 3Y | +179.4% | +111.9% | +67.6% | +76.4% |
| 5Y | +111.7% | +106.9% | +4.8% | +30.5% |
| All | +111.7% | +106.4% | +5.4% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling