+242.8%
QCOM vs STLA
+12.4%
+230.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.8% | +2.5% |
| 7D | +5.5% | -4.9% | +10.4% | +7.5% |
| 30D | -1.1% | -4.9% | +3.8% | +0.2% |
| 3M | +7.6% | -23.7% | +31.2% | +16.9% |
| 6M | -20.1% | -45.0% | +24.9% | -2.9% |
| YTD | +3.0% | -60.9% | +63.9% | +38.3% |
| 1Y | +3.2% | -58.9% | +62.1% | +35.7% |
| 3Y | +48.9% | -74.4% | +123.3% | +122.2% |
| 5Y | +21.1% | -71.5% | +92.6% | +68.1% |
| 10Y | +242.8% | +5.3% | +237.5% | +232.6% |
| All | +242.8% | +12.4% | +230.4% | +232.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling