+18.5%
INTC vs STZ
-29.4%
+47.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.8% | +9.5% | +7.9% |
| 7D | -14.4% | +4.9% | -19.3% | -15.0% |
| 30D | -50.2% | +20.9% | -71.1% | -52.2% |
| 3M | -43.6% | +8.0% | -51.6% | -44.6% |
| 6M | -50.2% | -5.3% | -44.9% | -49.4% |
| YTD | +52.5% | +5.9% | +46.6% | +46.3% |
| 1Y | +51.1% | +14.2% | +36.9% | +40.4% |
| 3Y | +50.3% | -37.0% | +87.3% | +72.1% |
| All | +18.5% | -29.4% | +47.9% | +28.9% |
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 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