-2.5%
QCOM vs STT
+44.2%
-46.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 7D | +0.4% | -2.5% | +2.9% | +2.2% |
| 30D | -6.6% | -5.0% | -1.7% | -3.7% |
| 3M | +3.7% | -10.5% | +14.2% | +9.2% |
| 6M | -13.3% | +10.0% | -23.3% | -18.6% |
| YTD | -1.8% | +30.7% | -32.5% | -18.3% |
| 1Y | -2.5% | +43.8% | -46.3% | -26.0% |
| All | -2.5% | +44.2% | -46.7% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling