+289.3%
INTC vs STZ
-10.2%
+299.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.4% |
| 7D | +7.1% | -1.9% | +9.0% | +6.8% |
| 30D | -5.2% | -1.9% | -3.3% | -5.4% |
| 3M | -14.3% | -6.2% | -8.1% | -14.3% |
| 6M | +110.2% | -14.0% | +124.2% | +107.2% |
| YTD | +159.6% | -5.1% | +164.7% | +150.6% |
| 1Y | +289.3% | -9.6% | +298.8% | +286.1% |
| All | +289.3% | -10.2% | +299.4% | +286.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling