+47.0%
QCOM vs STRL
+233.5%
-186.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.5% | +2.1% | +4.7% |
| 7D | +0.4% | -26.9% | +27.3% | +6.6% |
| 30D | -6.6% | -52.7% | +46.1% | +9.6% |
| 3M | +3.7% | -52.8% | +56.5% | +21.0% |
| 6M | -13.3% | -71.5% | +58.2% | +12.8% |
| YTD | -1.8% | -17.4% | +15.7% | -3.0% |
| 1Y | -2.5% | -35.0% | +32.4% | +1.4% |
| 3Y | +47.0% | +239.2% | -192.3% | +0.9% |
| All | +47.0% | +233.5% | -186.6% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling