+216.5%
QCOM vs STM
+398.5%
-182.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.4% | +1.1% | +3.3% |
| 7D | +0.4% | -10.7% | +11.1% | +6.1% |
| 30D | -6.6% | -25.7% | +19.1% | +8.2% |
| 3M | +3.7% | -21.6% | +25.3% | +15.8% |
| 6M | -13.3% | -27.8% | +14.5% | -1.1% |
| YTD | -1.8% | +61.8% | -63.5% | -27.8% |
| 1Y | -2.5% | +78.1% | -80.6% | -31.9% |
| 3Y | +47.0% | +4.9% | +42.1% | +27.6% |
| 5Y | +13.1% | -14.3% | +27.4% | +6.5% |
| All | +216.5% | +398.5% | -182.0% | +36.6% |
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