+8,262.2%
INTC vs STZ
+9,621.1%
-1,358.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.7% |
| 7D | +7.1% | -1.9% | +9.0% | +7.5% |
| 30D | -5.2% | -1.9% | -3.3% | -5.0% |
| 3M | -14.3% | -6.2% | -8.1% | -13.5% |
| 6M | +110.2% | -14.0% | +124.2% | +115.7% |
| YTD | +159.6% | -5.1% | +164.7% | +159.0% |
| 1Y | +289.3% | -9.6% | +298.8% | +292.1% |
| 3Y | +166.1% | -47.2% | +213.3% | +201.0% |
| 5Y | +94.4% | -33.6% | +128.0% | +108.2% |
| 10Y | +227.7% | -9.8% | +237.5% | +220.8% |
| All | +8,262.2% | +9,621.1% | -1,358.9% | +3,235.4% |
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