+15,172.7%
INTC vs STT
+7,372.9%
+7,799.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.4% |
| 7D | +7.1% | +0.5% | +6.6% | +6.9% |
| 30D | -5.2% | +3.9% | -9.1% | -6.5% |
| 3M | -14.3% | +20.0% | -34.3% | -19.7% |
| 6M | +110.2% | +55.3% | +54.9% | +79.8% |
| YTD | +159.6% | +53.3% | +106.3% | +123.3% |
| 1Y | +289.3% | +74.7% | +214.6% | +220.2% |
| 3Y | +166.1% | +205.8% | -39.8% | +80.5% |
| 5Y | +94.4% | +145.0% | -50.6% | +38.6% |
| 10Y | +227.7% | +266.0% | -38.3% | +94.3% |
| All | +15,172.7% | +7,372.9% | +7,799.8% | +2,026.1% |
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