-54.1%
INTC vs STM
-24.4%
-29.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.8% | -1.3% | +0.5% |
| 7D | -1.0% | -5.6% | +4.6% | +3.0% |
| 30D | -43.3% | -14.4% | -28.9% | -36.0% |
| 3M | -41.6% | -20.5% | -21.1% | -31.3% |
| All | -54.1% | -24.4% | -29.8% | -43.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling