+289.3%
INTC vs SPYG
+22.6%
+266.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.8% |
| 7D | +7.1% | +0.4% | +6.7% | +6.2% |
| 30D | -5.2% | -0.4% | -4.8% | -4.0% |
| 3M | -14.3% | +0.5% | -14.8% | -13.5% |
| 6M | +110.2% | +17.5% | +92.7% | +61.3% |
| YTD | +159.6% | +14.3% | +145.3% | +106.5% |
| 1Y | +289.3% | +21.7% | +267.6% | +215.0% |
| All | +289.3% | +22.6% | +266.7% | +215.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling