+46,613.4%
QCOM vs STT
+3,866.5%
+42,746.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.7% | -4.8% | -7.7% |
| 7D | -15.5% | -4.9% | -10.6% | -13.6% |
| 30D | -13.4% | -6.0% | -7.4% | -11.1% |
| 3M | 0.0% | -11.7% | +11.7% | +5.0% |
| 6M | -15.2% | +11.7% | -26.9% | -18.9% |
| YTD | -6.9% | +30.4% | -37.3% | -16.2% |
| 1Y | -11.0% | +43.9% | -54.9% | -22.8% |
| 3Y | +39.8% | +165.4% | -125.7% | -4.2% |
| 5Y | +7.2% | +101.0% | -93.8% | -19.9% |
| 10Y | +207.7% | +210.7% | -3.0% | +83.9% |
| All | +46,613.4% | +3,866.5% | +42,746.9% | +4,717.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling