+50,186.6%
QCOM vs STRL
+21,521.8%
+28,664.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | -0.2% |
| 7D | +3.3% | +3.4% | -0.1% | +3.1% |
| 30D | +7.7% | -9.2% | +16.9% | +8.2% |
| 3M | -30.1% | -51.0% | +21.0% | -27.5% |
| 6M | +22.8% | +15.8% | +7.1% | +21.2% |
| YTD | +0.2% | +58.9% | -58.7% | -2.8% |
| 1Y | +7.9% | +68.5% | -60.7% | +4.1% |
| 3Y | +55.8% | +485.2% | -429.4% | +40.7% |
| 5Y | +30.1% | +2,005.1% | -1,975.0% | +11.0% |
| 10Y | +248.9% | +7,118.0% | -6,869.1% | +181.6% |
| All | +50,186.6% | +21,521.8% | +28,664.8% | +37,181.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling