+30.9%
QCOM vs STLD
+292.4%
-261.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | +3.3% | +3.1% | +0.2% | +2.0% |
| 30D | +7.7% | -9.0% | +16.7% | +11.3% |
| 3M | -30.1% | -12.4% | -17.7% | -26.9% |
| 6M | +22.8% | +25.5% | -2.7% | +11.3% |
| YTD | +0.2% | +43.6% | -43.4% | -14.4% |
| 1Y | +7.9% | +87.2% | -79.3% | -17.2% |
| 3Y | +55.8% | +135.2% | -79.4% | +8.2% |
| All | +30.9% | +292.4% | -261.5% | -25.1% |
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