+111.9%
INTC vs STRL
+3,697.3%
-3,585.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.5% | -1.6% |
| 7D | +6.0% | +15.7% | -9.6% | +1.6% |
| 30D | -39.2% | -35.5% | -3.7% | -31.2% |
| 3M | -42.9% | -47.1% | +4.2% | -32.1% |
| 6M | -50.4% | -65.8% | +15.4% | -34.1% |
| YTD | +61.7% | -4.5% | +66.2% | +64.1% |
| 1Y | +66.1% | -10.5% | +76.6% | +70.6% |
| 3Y | +58.1% | +340.6% | -282.5% | +6.2% |
| 5Y | +27.9% | +911.0% | -883.2% | -33.0% |
| All | +111.9% | +3,697.3% | -3,585.3% | -22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling