+5,355.5%
INTC vs STZ
+10,917.0%
-5,561.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.0% | +8.5% | +7.7% |
| 7D | +7.3% | -0.9% | +8.2% | +7.5% |
| 30D | -38.3% | +14.9% | -53.3% | -40.7% |
| 3M | -36.0% | +8.4% | -44.5% | -38.0% |
| 6M | -51.7% | +2.8% | -54.5% | -52.8% |
| YTD | +69.4% | +7.5% | +61.8% | +62.3% |
| 1Y | +65.0% | +12.5% | +52.4% | +56.3% |
| 3Y | +63.0% | -35.4% | +98.4% | +74.1% |
| 5Y | +33.4% | -29.3% | +62.7% | +39.2% |
| 10Y | +121.2% | +11.8% | +109.4% | +104.3% |
| All | +5,355.5% | +10,917.0% | -5,561.5% | +1,990.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling