+9,970.0%
QCOM vs STLD
+7,971.8%
+1,998.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -7.6% | -1.9% | -7.3% |
| 7D | -15.5% | -12.5% | -3.0% | -12.1% |
| 30D | -13.4% | -6.8% | -6.6% | -11.6% |
| 3M | 0.0% | -16.4% | +16.4% | +4.9% |
| 6M | -15.2% | -6.1% | -9.1% | -14.1% |
| YTD | -6.9% | +32.0% | -38.9% | -14.7% |
| 1Y | -11.0% | +45.5% | -56.5% | -20.6% |
| 3Y | +39.8% | +106.5% | -66.7% | +12.0% |
| 5Y | +7.2% | +267.2% | -260.0% | -28.4% |
| 10Y | +207.7% | +878.9% | -671.2% | +47.4% |
| All | +9,970.0% | +7,971.8% | +1,998.2% | +1,847.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling