+51.2%
INTC vs STZ
+17.1%
+34.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -4.0% | +5.3% | -9.3% | -1.1% |
| 30D | -44.5% | +19.6% | -64.1% | -38.7% |
| 3M | -40.4% | +10.0% | -50.3% | -35.0% |
| 6M | -53.5% | -0.3% | -53.2% | -49.5% |
| YTD | +57.5% | +8.6% | +49.0% | +66.6% |
| 1Y | +51.2% | +16.6% | +34.6% | +57.1% |
| All | +51.2% | +17.1% | +34.1% | +57.1% |
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