+270.0%
INTC vs STZ
-13.0%
+283.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +18.0% | -6.0% | +24.0% | +20.0% |
| 30D | +8.9% | -8.9% | +17.8% | +11.6% |
| 3M | -1.6% | -12.6% | +11.0% | +1.8% |
| 6M | +133.1% | -17.2% | +150.3% | +143.6% |
| YTD | +187.9% | -10.0% | +197.9% | +189.3% |
| 1Y | +334.7% | -14.3% | +349.0% | +343.4% |
| 3Y | +184.2% | -49.9% | +234.1% | +246.2% |
| 5Y | +116.0% | -38.2% | +154.2% | +142.5% |
| 10Y | +270.0% | -12.0% | +282.0% | +267.4% |
| All | +270.0% | -13.0% | +283.0% | +267.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling