+45.5%
INTC vs SPOT
+260.8%
-215.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.3% | -1.8% |
| 7D | +17.1% | -2.6% | +19.7% | +17.7% |
| 30D | -40.5% | +13.5% | -53.9% | -42.4% |
| 3M | -39.4% | +22.2% | -61.6% | -42.7% |
| 6M | -49.3% | +38.3% | -87.6% | -53.8% |
| YTD | +65.9% | +3.1% | +62.8% | +58.9% |
| 1Y | +61.5% | -7.6% | +69.1% | +59.0% |
| 3Y | +59.6% | +250.0% | -190.4% | +9.6% |
| 5Y | +31.2% | +113.3% | -82.2% | -5.8% |
| All | +45.5% | +260.8% | -215.2% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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