+109.3%
INTC vs STM
+433.9%
-324.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.8% | -1.3% | +1.9% |
| 7D | -1.0% | -5.6% | +4.6% | +2.1% |
| 30D | -43.3% | -14.4% | -28.9% | -37.8% |
| 3M | -41.6% | -20.5% | -21.1% | -33.6% |
| 6M | -52.5% | -24.5% | -28.0% | -44.9% |
| YTD | +60.9% | +72.7% | -11.8% | +24.9% |
| 1Y | +55.7% | +91.0% | -35.3% | +15.3% |
| 3Y | +59.2% | +13.5% | +45.7% | +42.8% |
| 5Y | +25.0% | -9.2% | +34.2% | +19.3% |
| 10Y | +109.3% | +422.5% | -313.3% | +4.3% |
| All | +109.3% | +433.9% | -324.6% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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