+111.7%
INTC vs SPGI
+5.8%
+105.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -3.2% | +12.3% | +10.1% |
| 7D | +17.4% | -2.5% | +19.9% | +18.1% |
| 30D | +2.8% | +5.4% | -2.6% | +0.6% |
| 3M | -5.3% | +9.0% | -14.3% | -9.9% |
| 6M | +140.6% | +0.8% | +139.8% | +135.4% |
| YTD | +183.1% | -12.6% | +195.7% | +194.7% |
| 1Y | +326.8% | -16.1% | +342.9% | +349.3% |
| 3Y | +179.4% | +19.0% | +160.5% | +137.6% |
| 5Y | +111.7% | +5.1% | +106.7% | +78.5% |
| All | +111.7% | +5.8% | +105.9% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling