+889.3%
INTC vs SRE
+1,544.3%
-655.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +18.0% | +1.5% | +16.5% | +17.3% |
| 30D | +8.9% | +0.8% | +8.1% | +8.4% |
| 3M | -1.6% | -5.8% | +4.2% | +0.5% |
| 6M | +133.1% | -7.8% | +140.9% | +139.4% |
| YTD | +187.9% | -2.4% | +190.3% | +187.3% |
| 1Y | +334.7% | +8.9% | +325.8% | +313.7% |
| 3Y | +184.2% | +31.1% | +153.1% | +146.2% |
| 5Y | +116.0% | +48.6% | +67.4% | +75.8% |
| 10Y | +270.0% | +126.1% | +143.8% | +142.7% |
| All | +889.3% | +1,544.3% | -655.0% | +259.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling