+117.4%
INTC vs SPY
+308.5%
-191.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.6% |
| 7D | +17.1% | +3.3% | +13.8% | +12.1% |
| 30D | -40.5% | -2.7% | -37.8% | -37.1% |
| 3M | -39.4% | -1.7% | -37.6% | -36.6% |
| 6M | -49.3% | +3.1% | -52.3% | -49.6% |
| YTD | +65.9% | +11.9% | +54.0% | +49.7% |
| 1Y | +61.5% | +12.0% | +49.5% | +46.1% |
| 3Y | +59.6% | +78.2% | -18.6% | -17.3% |
| 5Y | +31.2% | +73.2% | -42.1% | -28.8% |
| All | +117.4% | +308.5% | -191.1% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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