+54.4%
INTC vs STM
+90.1%
-35.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.8% | -1.3% | +0.3% |
| 7D | -1.0% | -5.6% | +4.6% | +3.3% |
| 30D | -43.3% | -14.4% | -28.9% | -35.5% |
| 3M | -41.6% | -20.5% | -21.1% | -30.5% |
| 6M | -52.5% | -24.5% | -28.0% | -42.7% |
| YTD | +60.9% | +72.7% | -11.8% | +3.8% |
| All | +54.4% | +90.1% | -35.7% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling