+1,967.8%
STX vs QCOM
+235.2%
+1,732.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.4% |
| 7D | -17.3% | +5.5% | -22.8% | -19.0% |
| 30D | -35.9% | -1.1% | -34.8% | -35.4% |
| 3M | -37.3% | +7.6% | -44.9% | -39.7% |
| 6M | -35.8% | -20.1% | -15.7% | -30.7% |
| YTD | +82.7% | +3.0% | +79.7% | +74.3% |
| 1Y | +71.6% | +3.2% | +68.4% | +63.7% |
| 3Y | +635.3% | +48.9% | +586.4% | +479.2% |
| 5Y | +483.8% | +21.1% | +462.7% | +385.8% |
| 10Y | +1,967.8% | +242.8% | +1,725.0% | +975.3% |
| All | +1,967.8% | +235.2% | +1,732.6% | +975.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 10y: compounded portfolio wealth divided by compounded QCOM 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…
10y analysis · Full analysis span regression · 6 months rolling