+245.8%
QCOM vs STLA
+0.5%
+245.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +3.0% |
| 7D | +2.0% | -11.6% | +13.6% | +6.5% |
| 30D | +1.2% | -6.2% | +7.4% | +3.0% |
| 3M | +9.1% | -24.6% | +33.7% | +19.0% |
| 6M | -25.0% | -44.9% | +19.9% | -8.9% |
| YTD | +4.8% | -62.3% | +67.1% | +42.5% |
| 1Y | +3.6% | -61.8% | +65.4% | +39.8% |
| 3Y | +51.5% | -75.3% | +126.8% | +128.8% |
| 5Y | +19.7% | -72.5% | +92.2% | +68.2% |
| 10Y | +245.8% | +0.8% | +245.1% | +240.1% |
| All | +245.8% | +0.5% | +245.3% | +240.1% |
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