+39.3%
QCOM vs STLD
+104.7%
-65.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -7.6% | -1.9% | -6.0% |
| 7D | -15.5% | -12.5% | -3.0% | -10.1% |
| 30D | -13.4% | -6.8% | -6.6% | -10.5% |
| 3M | 0.0% | -16.4% | +16.4% | +7.9% |
| 6M | -15.2% | -6.1% | -9.1% | -13.8% |
| YTD | -6.9% | +32.0% | -38.9% | -20.0% |
| 1Y | -11.0% | +45.5% | -56.5% | -27.2% |
| All | +39.3% | +104.7% | -65.4% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling