+111.9%
INTC vs STX
+2,020.3%
-1,908.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -1.0% |
| 7D | +6.0% | +14.6% | -8.6% | -0.7% |
| 30D | -39.2% | -26.0% | -13.2% | -29.2% |
| 3M | -42.9% | -42.6% | -0.3% | -26.1% |
| 6M | -50.4% | -35.3% | -15.1% | -39.6% |
| YTD | +61.7% | +92.5% | -30.8% | +21.3% |
| 1Y | +66.1% | +102.4% | -36.3% | +21.2% |
| 3Y | +58.1% | +673.8% | -615.7% | -39.8% |
| 5Y | +27.9% | +463.1% | -435.2% | -46.5% |
| All | +111.9% | +2,020.3% | -1,908.3% | -47.2% |
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