+10,740.2%
QCOM vs STLD
+8,684.3%
+2,055.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | +3.3% | +3.1% | +0.2% | +2.4% |
| 30D | +7.7% | -9.0% | +16.7% | +10.2% |
| 3M | -30.1% | -12.4% | -17.7% | -27.8% |
| 6M | +22.8% | +25.5% | -2.7% | +14.6% |
| YTD | +0.2% | +43.6% | -43.4% | -10.3% |
| 1Y | +7.9% | +87.2% | -79.3% | -10.4% |
| 3Y | +55.8% | +135.2% | -79.4% | +20.2% |
| 5Y | +30.1% | +290.9% | -260.8% | -15.0% |
| 10Y | +248.9% | +1,113.5% | -864.6% | +57.6% |
| All | +10,740.2% | +8,684.3% | +2,055.9% | +1,947.4% |
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