+9,167.2%
INTC vs STT
+6,537.0%
+2,630.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -4.0% | +1.1% | -5.1% | -4.3% |
| 30D | -44.5% | -1.9% | -42.6% | -43.8% |
| 3M | -40.4% | -7.6% | -32.8% | -38.4% |
| 6M | -53.5% | +16.0% | -69.5% | -55.7% |
| YTD | +57.5% | +36.2% | +21.4% | +42.1% |
| 1Y | +51.2% | +46.8% | +4.4% | +32.9% |
| 3Y | +51.6% | +177.8% | -126.2% | +7.2% |
| 5Y | +23.5% | +105.8% | -82.4% | -5.7% |
| 10Y | +106.4% | +197.6% | -91.2% | +32.2% |
| All | +9,167.2% | +6,537.0% | +2,630.3% | +1,252.8% |
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