+164.3%
INTC vs SPYG
+96.8%
+67.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.7% | -4.3% |
| 7D | +9.4% | -1.8% | +11.3% | +12.4% |
| 30D | +2.7% | -1.9% | +4.6% | +5.9% |
| 3M | -6.3% | +5.2% | -11.4% | -10.9% |
| 6M | +114.5% | +15.6% | +98.9% | +82.8% |
| YTD | +171.9% | +12.4% | +159.5% | +140.1% |
| 1Y | +305.0% | +17.5% | +287.6% | +240.9% |
| All | +164.3% | +96.8% | +67.5% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling