+54.3%
QCOM vs STLA
-64.3%
+118.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | +3.3% | +2.6% | +0.7% | +2.5% |
| 30D | +7.7% | -1.2% | +8.9% | +7.9% |
| 3M | -30.1% | -24.8% | -5.3% | -24.0% |
| 6M | +22.8% | -25.6% | +48.4% | +32.2% |
| YTD | +0.2% | -48.9% | +49.1% | +20.5% |
| 1Y | +7.9% | -38.8% | +46.6% | +20.5% |
| All | +54.3% | -64.3% | +118.6% | +91.3% |
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