+243.2%
INTC vs SPY
+318.9%
-75.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -4.7% |
| 7D | +9.4% | -2.0% | +11.4% | +12.5% |
| 30D | +2.7% | -1.7% | +4.3% | +5.1% |
| 3M | -6.3% | +4.7% | -11.0% | -11.0% |
| 6M | +114.5% | +12.5% | +101.9% | +87.7% |
| YTD | +171.9% | +11.7% | +160.1% | +141.0% |
| 1Y | +305.0% | +17.5% | +287.5% | +238.1% |
| 3Y | +168.3% | +76.6% | +91.8% | +38.0% |
| 5Y | +102.3% | +82.0% | +20.3% | +1.3% |
| All | +243.2% | +318.9% | -75.7% | -34.5% |
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