+2,938.4%
INTC vs SPG
+5,939.2%
-3,000.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | +17.1% | +3.1% | +14.0% | +16.0% |
| 30D | -40.5% | +16.4% | -56.9% | -43.5% |
| 3M | -39.4% | +7.1% | -46.4% | -41.0% |
| 6M | -49.3% | +16.1% | -65.3% | -52.2% |
| YTD | +65.9% | +30.4% | +35.4% | +50.1% |
| 1Y | +61.5% | +33.0% | +28.5% | +45.2% |
| 3Y | +59.6% | +134.6% | -75.0% | +18.9% |
| 5Y | +31.2% | +84.9% | -53.7% | +4.6% |
| 10Y | +116.6% | +114.9% | +1.7% | +47.8% |
| All | +2,938.4% | +5,939.2% | -3,000.9% | +615.6% |
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