+21.1%
QCOM vs STT
+109.6%
-88.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | +5.5% | +1.1% | +4.4% | +5.1% |
| 30D | -1.1% | -1.9% | +0.8% | +0.3% |
| 3M | +7.6% | -7.6% | +15.2% | +12.5% |
| 6M | -20.1% | +16.0% | -36.1% | -26.8% |
| YTD | +3.0% | +36.2% | -33.1% | -14.0% |
| 1Y | +3.2% | +46.8% | -43.5% | -17.4% |
| 3Y | +48.9% | +177.8% | -128.9% | -17.4% |
| 5Y | +21.1% | +105.8% | -84.8% | -24.8% |
| All | +21.1% | +109.6% | -88.5% | -24.8% |
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