+47.0%
QCOM vs STLA
-74.0%
+121.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +0.4% | -4.5% | +4.9% | +1.7% |
| 30D | -6.6% | -3.9% | -2.7% | -5.8% |
| 3M | +3.7% | -20.2% | +23.9% | +9.9% |
| 6M | -13.3% | -42.2% | +28.8% | +0.7% |
| YTD | -1.8% | -59.3% | +57.5% | +25.7% |
| 1Y | -2.5% | -56.1% | +53.5% | +21.0% |
| 3Y | +47.0% | -73.7% | +120.6% | +100.6% |
| All | +47.0% | -74.0% | +121.0% | +100.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling