+17.7%
INTC vs SPGI
+11.1%
+6.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.0% | +8.7% | +8.0% |
| 7D | -14.4% | +0.3% | -14.7% | -14.5% |
| 30D | -50.2% | +18.4% | -68.6% | -53.0% |
| 3M | -43.6% | +15.7% | -59.3% | -46.6% |
| 6M | -50.2% | +17.3% | -67.5% | -54.1% |
| YTD | +52.5% | -4.7% | +57.2% | +54.2% |
| 1Y | +51.1% | +1.8% | +49.3% | +46.7% |
| 3Y | +50.3% | +31.7% | +18.6% | +21.7% |
| All | +17.7% | +11.1% | +6.6% | -0.8% |
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