+216.5%
QCOM vs STT
+204.5%
+12.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 7D | +0.4% | -2.5% | +2.9% | +1.8% |
| 30D | -6.6% | -5.0% | -1.7% | -4.0% |
| 3M | +3.7% | -10.5% | +14.2% | +9.3% |
| 6M | -13.3% | +10.0% | -23.3% | -17.4% |
| YTD | -1.8% | +30.7% | -32.5% | -13.9% |
| 1Y | -2.5% | +43.8% | -46.3% | -18.2% |
| 3Y | +47.0% | +168.1% | -121.1% | -8.1% |
| 5Y | +13.1% | +101.4% | -88.3% | -22.1% |
| All | +216.5% | +204.5% | +12.0% | +86.7% |
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