+270.0%
INTC vs STT
+262.1%
+7.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +18.0% | +1.0% | +17.0% | +17.4% |
| 30D | +8.9% | +2.8% | +6.2% | +7.4% |
| 3M | -1.6% | +18.1% | -19.7% | -9.4% |
| 6M | +133.1% | +59.2% | +73.9% | +85.8% |
| YTD | +187.9% | +51.5% | +136.4% | +135.3% |
| 1Y | +334.7% | +75.7% | +259.0% | +231.7% |
| 3Y | +184.2% | +200.8% | -16.6% | +70.2% |
| 5Y | +116.0% | +155.8% | -39.8% | +33.2% |
| 10Y | +270.0% | +266.4% | +3.6% | +87.0% |
| All | +270.0% | +262.1% | +7.9% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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