+3,047.6%
SPY vs INTC
+3,114.7%
-67.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | +3.3% | +17.1% | -13.8% | -1.1% |
| 30D | -2.7% | -40.5% | +37.8% | +9.2% |
| 3M | -1.7% | -39.4% | +37.6% | +8.6% |
| 6M | +3.1% | -49.3% | +52.3% | +16.7% |
| YTD | +11.9% | +65.9% | -54.0% | -13.3% |
| 1Y | +12.0% | +61.5% | -49.5% | -13.0% |
| 3Y | +78.2% | +59.6% | +18.6% | +26.6% |
| 5Y | +73.2% | +31.2% | +42.1% | +27.1% |
| 10Y | +309.6% | +116.6% | +193.1% | +145.3% |
| All | +3,047.6% | +3,114.7% | -67.1% | +827.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling