+109.3%
INTC vs STRL
+4,310.8%
-4,201.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +15.0% | -9.5% | +1.2% |
| 7D | -1.0% | -13.3% | +12.3% | +2.2% |
| 30D | -43.3% | -43.3% | 0.0% | -33.6% |
| 3M | -41.6% | -46.9% | +5.3% | -30.6% |
| 6M | -52.5% | -65.6% | +13.1% | -37.0% |
| YTD | +60.9% | -5.1% | +66.0% | +63.5% |
| 1Y | +55.7% | -23.1% | +78.8% | +65.2% |
| 3Y | +59.2% | +346.8% | -287.7% | +6.6% |
| 5Y | +25.0% | +907.2% | -882.1% | -34.4% |
| 10Y | +109.3% | +3,988.2% | -3,878.9% | -23.2% |
| All | +109.3% | +4,310.8% | -4,201.5% | -23.2% |
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