+111.9%
INTC vs SPY
+307.0%
-195.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.0% |
| 7D | +6.0% | +2.6% | +3.4% | +2.4% |
| 30D | -39.2% | -2.0% | -37.2% | -36.4% |
| 3M | -42.9% | -2.8% | -40.2% | -39.4% |
| 6M | -50.4% | +2.1% | -52.5% | -50.1% |
| YTD | +61.7% | +11.5% | +50.2% | +46.7% |
| 1Y | +66.1% | +13.5% | +52.7% | +47.7% |
| 3Y | +58.1% | +77.7% | -19.6% | -17.7% |
| 5Y | +27.9% | +72.6% | -44.8% | -30.3% |
| All | +111.9% | +307.0% | -195.1% | -60.0% |
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