+117.4%
INTC vs STT
+198.7%
-81.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.9% |
| 7D | +17.1% | +5.1% | +12.0% | +14.3% |
| 30D | -40.5% | -0.2% | -40.2% | -40.0% |
| 3M | -39.4% | -8.1% | -31.2% | -36.4% |
| 6M | -49.3% | +16.6% | -65.9% | -52.7% |
| YTD | +65.9% | +37.8% | +28.0% | +42.9% |
| 1Y | +61.5% | +46.8% | +14.7% | +35.1% |
| 3Y | +59.6% | +181.2% | -121.6% | -0.4% |
| 5Y | +31.2% | +105.1% | -74.0% | -9.7% |
| All | +117.4% | +198.7% | -81.3% | +23.2% |
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