+57.4%
INTC vs STRL
-30.1%
+87.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -21.5% | +17.7% | +5.5% |
| 7D | -39.0% | -27.1% | -11.9% | -30.2% |
| 30D | -49.8% | -45.8% | -4.1% | -35.3% |
| 3M | -42.2% | -47.6% | +5.4% | -24.5% |
| 6M | -39.2% | -46.4% | +7.3% | -21.9% |
| YTD | +57.9% | -7.4% | +65.3% | +55.6% |
| 1Y | +57.4% | -25.9% | +83.2% | +69.6% |
| All | +57.4% | -30.1% | +87.5% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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