+111.9%
INTC vs STZ
+13.4%
+98.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | +6.0% | +2.6% | +3.4% | +5.3% |
| 30D | -39.2% | +15.2% | -54.4% | -42.0% |
| 3M | -42.9% | +7.6% | -50.6% | -44.8% |
| 6M | -50.4% | +5.3% | -55.7% | -51.9% |
| YTD | +61.7% | +8.6% | +53.0% | +52.3% |
| 1Y | +66.1% | +15.6% | +50.6% | +52.7% |
| 3Y | +58.1% | -35.2% | +93.3% | +76.2% |
| 5Y | +27.9% | -29.1% | +56.9% | +37.1% |
| All | +111.9% | +13.4% | +98.6% | +95.9% |
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