+11.2%
QCOM vs STLD
+255.4%
-244.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.1% | +5.3% |
| 7D | +0.4% | -11.1% | +11.5% | +5.3% |
| 30D | -6.6% | -4.8% | -1.8% | -4.7% |
| 3M | +3.7% | -14.6% | +18.2% | +10.0% |
| 6M | -13.3% | -7.4% | -5.9% | -11.4% |
| YTD | -1.8% | +32.6% | -34.4% | -13.8% |
| 1Y | -2.5% | +47.3% | -49.8% | -18.1% |
| 3Y | +47.0% | +107.5% | -60.6% | +6.0% |
| All | +11.2% | +255.4% | -244.2% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling