+4,656.2%
INTC vs SPG
+5,256.9%
-600.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +4.8% |
| 7D | +7.1% | -2.4% | +9.5% | +7.9% |
| 30D | -5.2% | -6.8% | +1.6% | -3.0% |
| 3M | -14.3% | +2.7% | -17.0% | -15.6% |
| 6M | +110.2% | +5.5% | +104.7% | +105.1% |
| YTD | +159.6% | +15.7% | +143.9% | +145.4% |
| 1Y | +289.3% | +20.9% | +268.4% | +261.4% |
| 3Y | +166.1% | +112.4% | +53.7% | +105.4% |
| 5Y | +94.4% | +101.4% | -7.0% | +51.6% |
| 10Y | +227.7% | +60.6% | +167.1% | +147.5% |
| All | +4,656.2% | +5,256.9% | -600.7% | +1,069.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling