+8,872.3%
INTC vs STT
+6,268.9%
+2,603.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.2% | +7.5% | +7.6% |
| 7D | -14.4% | -2.5% | -11.9% | -13.5% |
| 30D | -50.2% | -5.0% | -45.3% | -49.1% |
| 3M | -43.6% | -10.5% | -33.1% | -41.1% |
| 6M | -50.2% | +10.0% | -60.2% | -51.7% |
| YTD | +52.5% | +30.7% | +21.8% | +39.6% |
| 1Y | +51.1% | +43.8% | +7.4% | +33.8% |
| 3Y | +50.3% | +168.1% | -117.8% | +7.6% |
| 5Y | +19.2% | +101.4% | -82.2% | -8.2% |
| 10Y | +105.1% | +211.3% | -106.2% | +29.5% |
| All | +8,872.3% | +6,268.9% | +2,603.4% | +1,228.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling