+230.9%
QCOM vs STRL
+4,310.8%
-4,079.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +15.0% | -11.3% | +0.2% |
| 7D | +5.8% | -13.3% | +19.1% | +8.0% |
| 30D | -2.3% | -43.3% | +41.0% | +9.8% |
| 3M | +2.7% | -46.9% | +49.6% | +16.4% |
| 6M | -21.0% | -65.6% | +44.6% | -2.1% |
| YTD | +1.8% | -5.1% | +6.9% | -3.3% |
| 1Y | +2.4% | -23.1% | +25.5% | +1.4% |
| 3Y | +52.1% | +346.8% | -294.7% | -5.6% |
| 5Y | +14.6% | +907.2% | -892.5% | -43.1% |
| 10Y | +230.9% | +3,988.2% | -3,757.3% | +30.4% |
| All | +230.9% | +4,310.8% | -4,079.9% | +30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling