+0.9%
QCOM vs STLD
+46.8%
-45.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -1.4% |
| 7D | +4.3% | +2.9% | +1.3% | +3.1% |
| 30D | -0.1% | -5.6% | +5.5% | +2.2% |
| 3M | +5.2% | -11.7% | +17.0% | +10.2% |
| 6M | -18.4% | -2.8% | -15.6% | -18.7% |
| YTD | +2.4% | +36.4% | -34.0% | -8.8% |
| 1Y | +0.9% | +50.0% | -49.1% | -16.8% |
| All | +0.9% | +46.8% | -45.9% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling