+326.8%
INTC vs STRL
+73.8%
+253.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.2% | +5.8% | +7.7% |
| 7D | +17.4% | +10.1% | +7.3% | +13.0% |
| 30D | +2.8% | -8.2% | +11.0% | +6.4% |
| 3M | -5.3% | -43.7% | +38.4% | +17.7% |
| 6M | +140.6% | +27.1% | +113.5% | +109.7% |
| YTD | +183.1% | +64.0% | +119.1% | +121.6% |
| 1Y | +326.8% | +75.2% | +251.6% | +215.6% |
| All | +326.8% | +73.8% | +253.0% | +215.6% |
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