+102.3%
INTC vs SRE
+46.9%
+55.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.1% |
| 7D | +9.4% | -0.7% | +10.1% | +9.8% |
| 30D | +2.7% | -1.7% | +4.4% | +3.3% |
| 3M | -6.3% | -7.1% | +0.8% | -3.8% |
| 6M | +114.5% | -8.4% | +122.8% | +120.7% |
| YTD | +171.9% | -3.5% | +175.4% | +172.0% |
| 1Y | +305.0% | +5.4% | +299.6% | +288.4% |
| 3Y | +168.3% | +29.5% | +138.8% | +128.7% |
| 5Y | +102.3% | +48.3% | +54.0% | +64.4% |
| All | +102.3% | +46.9% | +55.4% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling