+307.8%
SPY vs INTC
+111.5%
+196.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | +0.2% |
| 7D | +2.6% | +6.0% | -3.4% | +1.3% |
| 30D | -2.0% | -39.2% | +37.2% | +6.9% |
| 3M | -2.8% | -42.9% | +40.2% | +6.7% |
| 6M | +2.1% | -50.4% | +52.5% | +13.4% |
| YTD | +11.5% | +61.7% | -50.2% | -10.5% |
| 1Y | +13.5% | +66.1% | -52.7% | -10.0% |
| 3Y | +77.7% | +58.1% | +19.6% | +32.3% |
| 5Y | +72.6% | +27.9% | +44.8% | +34.5% |
| All | +307.8% | +111.5% | +196.4% | +159.7% |
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