+17.7%
INTC vs STLD
+255.4%
-237.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.5% | +7.3% | +7.5% |
| 7D | -14.4% | -11.1% | -3.3% | -10.0% |
| 30D | -50.2% | -4.8% | -45.5% | -49.0% |
| 3M | -43.6% | -14.6% | -29.1% | -39.9% |
| 6M | -50.2% | -7.4% | -42.8% | -49.1% |
| YTD | +52.5% | +32.6% | +20.0% | +33.9% |
| 1Y | +51.1% | +47.3% | +3.8% | +27.1% |
| 3Y | +50.3% | +107.5% | -57.3% | +11.5% |
| All | +17.7% | +255.4% | -237.7% | -25.3% |
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