+111.9%
INTC vs STLA
-4.1%
+116.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | +6.0% | -13.8% | +19.8% | +11.5% |
| 30D | -39.2% | -10.5% | -28.7% | -37.1% |
| 3M | -42.9% | -28.9% | -14.1% | -36.6% |
| 6M | -50.4% | -49.7% | -0.7% | -37.6% |
| YTD | +61.7% | -64.9% | +126.6% | +125.5% |
| 1Y | +66.1% | -64.0% | +130.2% | +129.0% |
| 3Y | +58.1% | -77.4% | +135.6% | +148.4% |
| 5Y | +27.9% | -74.4% | +102.3% | +85.2% |
| All | +111.9% | -4.1% | +116.0% | +115.1% |
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