+3,094.0%
SPY vs INTC
+4,932.2%
-1,838.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.5% | -4.9% | -1.6% |
| 7D | +0.1% | +7.1% | -7.0% | -1.8% |
| 30D | +0.1% | -5.2% | +5.3% | +1.2% |
| 3M | +2.0% | -14.3% | +16.3% | +3.8% |
| 6M | +13.0% | +110.2% | -97.2% | -13.1% |
| YTD | +13.5% | +159.6% | -146.1% | -19.4% |
| 1Y | +20.0% | +289.3% | -269.3% | -26.0% |
| 3Y | +77.2% | +166.1% | -88.9% | +12.5% |
| 5Y | +81.9% | +94.4% | -12.5% | +23.8% |
| 10Y | +314.1% | +227.7% | +86.4% | +129.0% |
| All | +3,094.0% | +4,932.2% | -1,838.2% | +760.9% |
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