+253.8%
INTC vs STM
+653.6%
-399.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.5% | +9.6% | +9.3% |
| 7D | +17.4% | +5.2% | +12.2% | +14.4% |
| 30D | +2.8% | -7.4% | +10.1% | +6.9% |
| 3M | -5.3% | -30.6% | +25.4% | +13.8% |
| 6M | +140.6% | +66.4% | +74.2% | +88.4% |
| YTD | +183.1% | +101.1% | +82.0% | +101.9% |
| 1Y | +326.8% | +97.4% | +229.4% | +204.8% |
| 3Y | +179.4% | +21.1% | +158.3% | +138.7% |
| 5Y | +111.7% | +22.5% | +89.3% | +72.8% |
| 10Y | +253.8% | +657.6% | -403.8% | +55.3% |
| All | +253.8% | +653.6% | -399.8% | +55.3% |
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