+111.7%
INTC vs STRL
+2,093.0%
-1,981.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.2% | +5.8% | +8.1% |
| 7D | +17.4% | +10.1% | +7.3% | +14.2% |
| 30D | +2.8% | -8.2% | +11.0% | +5.5% |
| 3M | -5.3% | -43.7% | +38.4% | +11.2% |
| 6M | +140.6% | +27.1% | +113.5% | +123.4% |
| YTD | +183.1% | +64.0% | +119.1% | +147.8% |
| 1Y | +326.8% | +75.2% | +251.6% | +266.1% |
| 3Y | +179.4% | +539.9% | -360.5% | +69.9% |
| 5Y | +111.7% | +2,133.0% | -2,021.3% | -19.4% |
| All | +111.7% | +2,093.0% | -1,981.3% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling