+318.3%
INTC vs SRE
+4.6%
+313.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.6% |
| 7D | +7.5% | -0.8% | +8.3% | +7.5% |
| 30D | +2.0% | -3.0% | +5.0% | +2.2% |
| 3M | -12.0% | -8.3% | -3.7% | -12.0% |
| 6M | +114.5% | -8.9% | +123.5% | +115.5% |
| YTD | +179.0% | -4.3% | +183.2% | +179.5% |
| 1Y | +318.3% | +2.7% | +315.6% | +350.0% |
| All | +318.3% | +4.6% | +313.7% | +350.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling