+230.9%
QCOM vs STLD
+779.4%
-548.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +2.9% |
| 7D | +5.8% | -9.7% | +15.5% | +9.9% |
| 30D | -2.3% | -4.5% | +2.2% | -0.5% |
| 3M | +2.7% | -13.1% | +15.8% | +7.7% |
| 6M | -21.0% | -2.8% | -18.3% | -20.7% |
| YTD | +1.8% | +35.3% | -33.5% | -10.2% |
| 1Y | +2.4% | +51.4% | -48.9% | -13.4% |
| 3Y | +52.1% | +117.9% | -65.8% | +11.1% |
| 5Y | +14.6% | +272.6% | -257.9% | -33.1% |
| 10Y | +230.9% | +782.2% | -551.3% | +34.7% |
| All | +230.9% | +779.4% | -548.5% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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