+252.1%
INTC vs SPYM
+324.1%
-72.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +1.8% |
| 7D | +7.5% | -1.0% | +8.5% | +9.0% |
| 30D | +2.0% | -1.3% | +3.3% | +4.0% |
| 3M | -12.0% | +3.6% | -15.6% | -15.3% |
| 6M | +114.5% | +13.3% | +101.2% | +86.1% |
| YTD | +179.0% | +12.4% | +166.5% | +145.3% |
| 1Y | +318.3% | +17.3% | +301.0% | +250.2% |
| 3Y | +171.2% | +76.8% | +94.5% | +39.9% |
| 5Y | +107.6% | +83.6% | +23.9% | +3.3% |
| All | +252.1% | +324.1% | -72.0% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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