+50.3%
INTC vs STRL
+233.5%
-183.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.5% | +4.2% | +6.6% |
| 7D | -14.4% | -26.9% | +12.5% | -5.9% |
| 30D | -50.2% | -52.7% | +2.4% | -36.7% |
| 3M | -43.6% | -52.8% | +9.2% | -28.4% |
| 6M | -50.2% | -71.5% | +21.3% | -27.3% |
| YTD | +52.5% | -17.4% | +70.0% | +68.0% |
| 1Y | +51.1% | -35.0% | +86.1% | +73.8% |
| 3Y | +50.3% | +239.2% | -188.9% | +39.6% |
| All | +50.3% | +233.5% | -183.2% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling