+3,017.8%
INTC vs SPY
+3,015.5%
+2.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.6% |
| 7D | -4.0% | -0.6% | -3.4% | -2.9% |
| 30D | -44.5% | -3.7% | -40.8% | -40.8% |
| 3M | -40.4% | -2.7% | -37.6% | -37.1% |
| 6M | -53.5% | +2.2% | -55.6% | -53.2% |
| YTD | +57.5% | +10.8% | +46.7% | +44.7% |
| 1Y | +51.2% | +11.2% | +39.9% | +38.7% |
| 3Y | +51.6% | +76.5% | -24.9% | -19.4% |
| 5Y | +23.5% | +72.9% | -49.5% | -32.0% |
| 10Y | +106.4% | +304.8% | -198.4% | -59.9% |
| All | +3,017.8% | +3,015.5% | +2.3% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling