+111.7%
INTC vs STZ
-36.5%
+148.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -5.6% | +14.7% | +10.4% |
| 7D | +17.4% | -7.4% | +24.8% | +19.4% |
| 30D | +2.8% | -10.9% | +13.7% | +5.3% |
| 3M | -5.3% | -13.4% | +8.2% | -2.3% |
| 6M | +140.6% | -16.2% | +156.8% | +148.5% |
| YTD | +183.1% | -10.4% | +193.6% | +181.5% |
| 1Y | +326.8% | -14.8% | +341.5% | +331.6% |
| 3Y | +179.4% | -50.1% | +229.6% | +243.4% |
| 5Y | +111.7% | -38.8% | +150.5% | +136.1% |
| All | +111.7% | -36.5% | +148.3% | +136.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling