+252.1%
INTC vs SPYG
+424.6%
-172.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +1.6% |
| 7D | +7.5% | -0.9% | +8.3% | +8.6% |
| 30D | +2.0% | -1.5% | +3.5% | +4.0% |
| 3M | -12.0% | +3.7% | -15.7% | -14.4% |
| 6M | +114.5% | +16.4% | +98.1% | +85.8% |
| YTD | +179.0% | +13.3% | +165.6% | +149.5% |
| 1Y | +318.3% | +17.9% | +300.4% | +259.9% |
| 3Y | +171.2% | +98.3% | +72.9% | +32.8% |
| 5Y | +107.6% | +86.4% | +21.2% | +8.0% |
| All | +252.1% | +424.6% | -172.5% | -45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling