+252.1%
INTC vs SPXS
-99.6%
+351.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +1.5% |
| 7D | +7.5% | +2.5% | +5.0% | +8.7% |
| 30D | +2.0% | +4.2% | -2.2% | +4.2% |
| 3M | -12.0% | -9.3% | -2.7% | -14.1% |
| 6M | +114.5% | -30.7% | +145.2% | +91.6% |
| YTD | +179.0% | -28.1% | +207.0% | +155.8% |
| 1Y | +318.3% | -35.1% | +353.3% | +273.0% |
| 3Y | +171.2% | -79.6% | +250.8% | +74.6% |
| 5Y | +107.6% | -86.3% | +193.9% | +38.5% |
| All | +252.1% | -99.6% | +351.7% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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