+46,613.4%
QCOM vs STRL
+10,759.6%
+35,853.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -13.9% | +4.4% | -8.7% |
| 7D | -15.5% | -34.6% | +19.2% | -13.6% |
| 30D | -13.4% | -56.7% | +43.2% | -9.5% |
| 3M | 0.0% | -54.4% | +54.5% | +4.1% |
| 6M | -15.2% | -69.7% | +54.5% | -10.0% |
| YTD | -6.9% | -20.2% | +13.3% | -6.5% |
| 1Y | -11.0% | -40.6% | +29.6% | -9.4% |
| 3Y | +39.8% | +221.7% | -181.9% | +30.2% |
| 5Y | +7.2% | +799.0% | -791.8% | -4.7% |
| 10Y | +207.7% | +3,451.5% | -3,243.8% | +157.5% |
| All | +46,613.4% | +10,759.6% | +35,853.9% | +35,763.9% |
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 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