+224.3%
INTC vs STLD
+1,087.1%
-862.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +5.1% |
| 7D | +7.1% | +3.1% | +3.9% | +5.8% |
| 30D | -5.2% | -9.0% | +3.8% | -2.2% |
| 3M | -14.3% | -12.4% | -1.9% | -11.0% |
| 6M | +110.2% | +25.5% | +84.7% | +92.1% |
| YTD | +159.6% | +43.6% | +116.0% | +125.6% |
| 1Y | +289.3% | +87.2% | +202.1% | +208.8% |
| 3Y | +166.1% | +135.2% | +30.8% | +94.9% |
| 5Y | +94.4% | +290.9% | -196.5% | +16.6% |
| All | +224.3% | +1,087.1% | -862.8% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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