+17.7%
INTC vs STM
-15.6%
+33.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.4% | +3.3% | +5.1% |
| 7D | -14.4% | -10.7% | -3.7% | -8.5% |
| 30D | -50.2% | -25.7% | -24.5% | -40.2% |
| 3M | -43.6% | -21.6% | -22.1% | -34.6% |
| 6M | -50.2% | -27.8% | -22.4% | -39.8% |
| YTD | +52.5% | +61.8% | -9.2% | +20.7% |
| 1Y | +51.1% | +78.1% | -27.0% | +13.9% |
| 3Y | +50.3% | +4.9% | +45.4% | +39.0% |
| All | +17.7% | -15.6% | +33.3% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling