+611.2%
INTC vs SPYM
+824.3%
-213.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.6% | +9.6% | +9.7% |
| 7D | +17.4% | +0.6% | +16.8% | +16.6% |
| 30D | +2.8% | -0.9% | +3.7% | +3.9% |
| 3M | -5.3% | +3.9% | -9.2% | -8.4% |
| 6M | +140.6% | +14.5% | +126.1% | +111.7% |
| YTD | +183.1% | +13.0% | +170.1% | +153.5% |
| 1Y | +326.8% | +19.4% | +307.3% | +261.7% |
| 3Y | +179.4% | +78.9% | +100.6% | +59.6% |
| 5Y | +111.7% | +82.3% | +29.4% | +20.3% |
| 10Y | +253.8% | +314.7% | -60.9% | -6.2% |
| All | +611.2% | +824.3% | -213.1% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling