+17.7%
INTC vs STT
+100.0%
-82.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.2% | +7.5% | +7.6% |
| 7D | -14.4% | -2.5% | -11.9% | -13.0% |
| 30D | -50.2% | -5.0% | -45.3% | -48.4% |
| 3M | -43.6% | -10.5% | -33.1% | -39.6% |
| 6M | -50.2% | +10.0% | -60.2% | -52.5% |
| YTD | +52.5% | +30.7% | +21.8% | +32.3% |
| 1Y | +51.1% | +43.8% | +7.4% | +24.7% |
| 3Y | +50.3% | +168.1% | -117.8% | -7.6% |
| All | +17.7% | +100.0% | -82.3% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling