+2.3%
QCOM vs STRL
-30.1%
+32.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -21.5% | +26.8% | +9.7% |
| 7D | -5.3% | -27.1% | +21.7% | +0.2% |
| 30D | -4.2% | -45.8% | +41.6% | +7.9% |
| 3M | +7.0% | -47.6% | +54.7% | +20.9% |
| 6M | +3.8% | -46.4% | +50.2% | +16.5% |
| YTD | +2.8% | -7.4% | +10.2% | +5.6% |
| 1Y | +2.3% | -25.9% | +28.1% | +10.1% |
| All | +2.3% | -30.1% | +32.4% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling