+75.2%
SPY vs INTC
+32.1%
+43.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.5% | -6.2% | +0.2% |
| 7D | -0.9% | +7.3% | -8.2% | -2.0% |
| 30D | -2.4% | -38.3% | +36.0% | +3.8% |
| 3M | -1.2% | -36.0% | +34.9% | +3.9% |
| 6M | +3.3% | -51.7% | +55.0% | +12.0% |
| YTD | +12.3% | +69.4% | -57.1% | -4.9% |
| 1Y | +12.4% | +65.0% | -52.5% | -4.6% |
| 3Y | +78.8% | +63.0% | +15.8% | +44.2% |
| 5Y | +75.2% | +33.4% | +41.8% | +50.6% |
| All | +75.2% | +32.1% | +43.1% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling