+57.4%
INTC vs STZ
+14.7%
+42.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.3% | -9.1% | -0.9% |
| 7D | -39.0% | +13.0% | -52.0% | -34.1% |
| 30D | -49.8% | +29.4% | -79.3% | -43.4% |
| 3M | -42.2% | +11.6% | -53.8% | -36.9% |
| 6M | -39.2% | -0.2% | -38.9% | -34.0% |
| YTD | +57.9% | +8.6% | +49.4% | +65.6% |
| 1Y | +57.4% | +15.9% | +41.4% | +62.2% |
| All | +57.4% | +14.7% | +42.6% | +62.2% |
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