+51.9%
QCOM vs STLA
-75.4%
+127.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +2.7% |
| 7D | +2.0% | -11.6% | +13.6% | +5.6% |
| 30D | +1.2% | -6.2% | +7.4% | +2.7% |
| 3M | +9.1% | -24.6% | +33.7% | +17.4% |
| 6M | -25.0% | -44.9% | +19.9% | -11.6% |
| YTD | +4.8% | -62.3% | +67.1% | +36.9% |
| 1Y | +3.6% | -61.8% | +65.4% | +34.4% |
| All | +51.9% | -75.4% | +127.3% | +115.0% |
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