+251.9%
QCOM vs STT
+198.7%
+53.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +13.0% | +5.1% | +7.9% | +10.4% |
| 30D | +0.2% | -0.2% | +0.4% | +0.6% |
| 3M | +9.2% | -8.1% | +17.4% | +13.8% |
| 6M | -15.0% | +16.6% | -31.6% | -21.2% |
| YTD | +5.2% | +37.8% | -32.7% | -10.1% |
| 1Y | +2.4% | +46.8% | -44.5% | -15.0% |
| 3Y | +52.0% | +181.2% | -129.2% | -7.4% |
| 5Y | +19.7% | +105.1% | -85.4% | -18.5% |
| All | +251.9% | +198.7% | +53.2% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling