+48.4%
QCOM vs STRL
+341.0%
-292.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.4% | -1.9% |
| 7D | +4.3% | +15.7% | -11.4% | +0.6% |
| 30D | -0.1% | -35.5% | +35.4% | +9.2% |
| 3M | +5.2% | -47.1% | +52.4% | +19.7% |
| 6M | -18.4% | -65.8% | +47.4% | +2.3% |
| YTD | +2.4% | -4.5% | +6.9% | -2.8% |
| 1Y | +0.9% | -10.5% | +11.4% | -3.1% |
| 3Y | +48.4% | +340.6% | -292.2% | -7.4% |
| All | +48.4% | +341.0% | -292.6% | -7.4% |
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 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