+270.0%
INTC vs STRL
+7,055.3%
-6,785.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.1% |
| 7D | +18.0% | +8.2% | +9.8% | +15.6% |
| 30D | +8.9% | -6.3% | +15.3% | +10.9% |
| 3M | -1.6% | -41.2% | +39.6% | +12.8% |
| 6M | +133.1% | +20.4% | +112.7% | +119.5% |
| YTD | +187.9% | +61.7% | +126.2% | +153.4% |
| 1Y | +334.7% | +72.7% | +262.0% | +274.5% |
| 3Y | +184.2% | +530.9% | -346.7% | +72.3% |
| 5Y | +116.0% | +2,125.4% | -2,009.4% | -6.3% |
| 10Y | +270.0% | +7,301.3% | -7,031.4% | +20.9% |
| All | +270.0% | +7,055.3% | -6,785.4% | +20.9% |
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