-51.7%
INTC vs SPG
+18.3%
-70.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.4% | +7.6% |
| 7D | +7.3% | +2.7% | +4.5% | +9.9% |
| 30D | -38.3% | +16.6% | -54.9% | -27.0% |
| 3M | -36.0% | +8.1% | -44.1% | -29.1% |
| 6M | -51.7% | +19.3% | -71.1% | -44.8% |
| All | -51.7% | +18.3% | -70.0% | -44.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling