+309.3%
SPY vs INTC
+116.9%
+192.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.1% |
| 7D | +3.3% | +17.1% | -13.8% | -0.1% |
| 30D | -2.7% | -40.5% | +37.8% | +6.6% |
| 3M | -1.7% | -39.4% | +37.6% | +6.4% |
| 6M | +3.1% | -49.3% | +52.3% | +13.9% |
| YTD | +11.9% | +65.9% | -54.0% | -10.6% |
| 1Y | +12.0% | +61.5% | -49.5% | -10.4% |
| 3Y | +78.2% | +59.6% | +18.6% | +32.7% |
| 5Y | +73.2% | +31.2% | +42.1% | +34.2% |
| All | +309.3% | +116.9% | +192.4% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INTC.
Daily Out/Under-Performance
Portfolio return minus INTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTC 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 INTC 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