+216.5%
QCOM vs STLA
+18.3%
+198.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +0.4% | -4.5% | +4.9% | +2.0% |
| 30D | -6.6% | -3.9% | -2.7% | -5.7% |
| 3M | +3.7% | -20.2% | +23.9% | +10.9% |
| 6M | -13.3% | -42.2% | +28.8% | +3.4% |
| YTD | -1.8% | -59.3% | +57.5% | +29.8% |
| 1Y | -2.5% | -56.1% | +53.5% | +24.8% |
| 3Y | +47.0% | -73.7% | +120.6% | +116.4% |
| 5Y | +13.1% | -70.3% | +83.4% | +54.4% |
| All | +216.5% | +18.3% | +198.1% | +221.5% |
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