+93.9%
INTC vs STM
+20.8%
+73.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.9% | +2.6% | +3.5% |
| 7D | +7.1% | +5.8% | +1.3% | +3.7% |
| 30D | -5.2% | -1.0% | -4.2% | -4.7% |
| 3M | -14.3% | -33.3% | +19.0% | +7.1% |
| 6M | +110.2% | +57.4% | +52.8% | +66.1% |
| YTD | +159.6% | +102.2% | +57.4% | +79.9% |
| 1Y | +289.3% | +99.6% | +189.7% | +169.0% |
| 3Y | +166.1% | +14.5% | +151.5% | +129.1% |
| All | +93.9% | +20.8% | +73.1% | +52.0% |
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