+252.1%
INTC vs SRE
+122.3%
+129.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.9% |
| 7D | +7.5% | -0.8% | +8.3% | +7.9% |
| 30D | +2.0% | -3.0% | +5.0% | +3.1% |
| 3M | -12.0% | -8.3% | -3.7% | -9.1% |
| 6M | +114.5% | -8.9% | +123.5% | +121.5% |
| YTD | +179.0% | -4.3% | +183.2% | +180.5% |
| 1Y | +318.3% | +2.7% | +315.6% | +307.4% |
| 3Y | +171.2% | +28.7% | +142.5% | +135.1% |
| 5Y | +107.6% | +47.1% | +60.4% | +68.5% |
| All | +252.1% | +122.3% | +129.8% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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