+3.2%
QCOM vs STRL
-26.6%
+29.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +5.5% | -19.8% | +25.4% | +9.2% |
| 30D | -1.1% | -43.6% | +42.4% | +10.1% |
| 3M | +7.6% | -45.2% | +52.8% | +19.9% |
| 6M | -20.1% | -65.7% | +45.7% | -0.9% |
| YTD | +3.0% | -5.4% | +8.5% | +7.6% |
| 1Y | +3.2% | -24.7% | +27.9% | +11.6% |
| All | +3.2% | -26.6% | +29.8% | +11.6% |
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