+111.9%
INTC vs SPGI
+333.9%
-221.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.0% |
| 7D | +6.0% | +1.2% | +4.8% | +5.5% |
| 30D | -39.2% | +15.9% | -55.1% | -43.4% |
| 3M | -42.9% | +12.3% | -55.2% | -46.6% |
| 6M | -50.4% | +23.7% | -74.1% | -56.8% |
| YTD | +61.7% | -3.5% | +65.2% | +58.2% |
| 1Y | +66.1% | +0.4% | +65.7% | +58.7% |
| 3Y | +58.1% | +29.9% | +28.3% | +28.2% |
| 5Y | +27.9% | +15.2% | +12.7% | +8.8% |
| All | +111.9% | +333.9% | -221.9% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling