+9,167.2%
INTC vs SPGI
+15,046.0%
-5,878.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | -4.0% | +1.6% | -5.6% | -4.7% |
| 30D | -44.5% | +16.1% | -60.6% | -48.2% |
| 3M | -40.4% | +15.5% | -55.8% | -44.6% |
| 6M | -53.5% | +19.6% | -73.1% | -58.3% |
| YTD | +57.5% | -3.6% | +61.1% | +53.0% |
| 1Y | +51.2% | +2.2% | +49.0% | +42.8% |
| 3Y | +51.6% | +30.1% | +21.5% | +27.9% |
| 5Y | +23.5% | +14.9% | +8.5% | +9.0% |
| 10Y | +106.4% | +334.0% | -227.6% | +0.8% |
| All | +9,167.2% | +15,046.0% | -5,878.8% | +793.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling