+109.3%
INTC vs STLD
+779.4%
-670.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.1% | +3.4% | +4.7% |
| 7D | -1.0% | -9.7% | +8.7% | +2.9% |
| 30D | -43.3% | -4.5% | -38.8% | -42.1% |
| 3M | -41.6% | -13.1% | -28.5% | -38.6% |
| 6M | -52.5% | -2.8% | -49.7% | -52.4% |
| YTD | +60.9% | +35.3% | +25.6% | +42.8% |
| 1Y | +55.7% | +51.4% | +4.3% | +32.8% |
| 3Y | +59.2% | +117.9% | -58.8% | +19.6% |
| 5Y | +25.0% | +272.6% | -247.6% | -23.9% |
| 10Y | +109.3% | +782.2% | -672.9% | -8.5% |
| All | +109.3% | +779.4% | -670.1% | -8.5% |
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