+252.1%
INTC vs STX
+3,412.6%
-3,160.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.7% | +6.3% | +4.3% |
| 7D | +7.5% | -2.3% | +9.7% | +8.6% |
| 30D | +2.0% | -5.5% | +7.4% | +4.3% |
| 3M | -12.0% | -4.3% | -7.7% | -11.2% |
| 6M | +114.5% | +115.6% | -1.1% | +52.4% |
| YTD | +179.0% | +202.2% | -23.2% | +69.1% |
| 1Y | +318.3% | +325.3% | -7.0% | +111.9% |
| 3Y | +171.2% | +1,283.9% | -1,112.7% | -20.9% |
| 5Y | +107.6% | +1,048.3% | -940.7% | -37.3% |
| All | +252.1% | +3,412.6% | -3,160.5% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 STX 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