+242.6%
QCOM vs STM
+470.7%
-228.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.9% |
| 7D | +4.3% | +12.0% | -7.7% | -1.7% |
| 30D | -0.1% | -0.4% | +0.3% | -0.3% |
| 3M | +5.2% | -13.2% | +18.4% | +11.5% |
| 6M | -18.4% | -26.1% | +7.7% | -7.9% |
| YTD | +2.4% | +81.2% | -78.8% | -29.0% |
| 1Y | +0.9% | +98.3% | -97.4% | -33.3% |
| 3Y | +48.4% | +16.7% | +31.7% | +21.9% |
| 5Y | +16.6% | -4.8% | +21.4% | +3.9% |
| All | +242.6% | +470.7% | -228.0% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling