+81.8%
SPY vs INTC
+111.1%
-29.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.1% | -9.6% | -1.9% |
| 7D | +0.5% | +17.4% | -16.9% | -2.0% |
| 30D | -0.9% | +2.8% | -3.7% | -1.6% |
| 3M | +3.9% | -5.3% | +9.1% | +3.6% |
| 6M | +14.5% | +140.6% | -126.1% | -4.6% |
| YTD | +12.9% | +183.1% | -170.2% | -10.0% |
| 1Y | +19.4% | +326.8% | -307.4% | -13.7% |
| 3Y | +78.5% | +179.4% | -101.0% | +34.0% |
| 5Y | +81.8% | +111.7% | -30.0% | +42.5% |
| All | +81.8% | +111.1% | -29.3% | +42.5% |
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