+1,235.9%
INTC vs SPXS
-100.0%
+1,335.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.6% | +7.4% | +9.7% |
| 7D | +17.4% | -1.5% | +19.0% | +16.6% |
| 30D | +2.8% | +3.7% | -0.9% | +4.5% |
| 3M | -5.3% | -9.6% | +4.3% | -7.2% |
| 6M | +140.6% | -32.4% | +173.0% | +115.7% |
| YTD | +183.1% | -28.7% | +211.8% | +161.6% |
| 1Y | +326.8% | -38.1% | +364.8% | +278.8% |
| 3Y | +179.4% | -80.1% | +259.6% | +87.3% |
| 5Y | +111.7% | -85.9% | +197.6% | +50.0% |
| 10Y | +253.8% | -99.5% | +353.3% | +13.2% |
| All | +1,235.9% | -100.0% | +1,335.9% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling