+50,186.6%
QCOM vs STT
+4,563.4%
+45,623.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +3.3% | +0.5% | +2.8% | +3.1% |
| 30D | +7.7% | +3.9% | +3.8% | +6.0% |
| 3M | -30.1% | +20.0% | -50.0% | -34.9% |
| 6M | +22.8% | +55.3% | -32.5% | +3.3% |
| YTD | +0.2% | +53.3% | -53.1% | -15.4% |
| 1Y | +7.9% | +74.7% | -66.8% | -13.3% |
| 3Y | +55.8% | +205.8% | -150.0% | +0.9% |
| 5Y | +30.1% | +145.0% | -114.9% | -10.4% |
| 10Y | +248.9% | +266.0% | -17.1% | +95.3% |
| All | +50,186.6% | +4,563.4% | +45,623.2% | +4,763.6% |
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 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