+270.0%
INTC vs STLA
+46.8%
+223.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.5% | +2.3% |
| 7D | +18.0% | +0.4% | +17.6% | +17.7% |
| 30D | +8.9% | -5.2% | +14.1% | +10.4% |
| 3M | -1.6% | -24.9% | +23.3% | +8.1% |
| 6M | +133.1% | -25.2% | +158.3% | +155.3% |
| YTD | +187.9% | -51.4% | +239.3% | +259.8% |
| 1Y | +334.7% | -40.7% | +375.4% | +400.9% |
| 3Y | +184.2% | -66.3% | +250.4% | +286.2% |
| 5Y | +116.0% | -63.2% | +179.2% | +176.1% |
| 10Y | +270.0% | +48.7% | +221.2% | +247.6% |
| All | +270.0% | +46.8% | +223.2% | +247.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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