+14.1%
QCOM vs STT
+104.1%
-90.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +4.3% | +4.8% | -0.5% | +1.6% |
| 30D | -0.1% | +3.9% | -4.0% | -1.8% |
| 3M | +5.2% | -8.2% | +13.4% | +10.4% |
| 6M | -18.4% | +15.6% | -34.0% | -25.1% |
| YTD | +2.4% | +37.6% | -35.2% | -15.0% |
| 1Y | +0.9% | +50.1% | -49.2% | -20.2% |
| 3Y | +48.4% | +183.1% | -134.7% | -18.4% |
| All | +14.1% | +104.1% | -90.0% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling