+31.2%
INTC vs STLD
+288.2%
-257.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | +17.1% | +6.9% | +10.3% | +14.0% |
| 30D | -40.5% | -1.5% | -39.0% | -39.9% |
| 3M | -39.4% | -9.7% | -29.7% | -36.8% |
| 6M | -49.3% | +2.3% | -51.6% | -50.3% |
| YTD | +65.9% | +41.0% | +24.8% | +41.9% |
| 1Y | +61.5% | +51.8% | +9.7% | +34.1% |
| 3Y | +59.6% | +126.4% | -66.8% | +14.5% |
| 5Y | +31.2% | +285.7% | -254.5% | -19.0% |
| All | +31.2% | +288.2% | -257.1% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling