+2,071.0%
STX vs QCOM
+237.1%
+1,834.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.7% | +6.1% | +8.2% |
| 7D | -14.8% | +5.8% | -20.6% | -16.6% |
| 30D | -35.4% | -2.3% | -33.1% | -34.5% |
| 3M | -37.7% | +2.7% | -40.4% | -38.8% |
| 6M | -35.2% | -21.0% | -14.2% | -29.7% |
| YTD | +84.4% | +1.8% | +82.6% | +76.8% |
| 1Y | +82.3% | +2.4% | +79.8% | +74.5% |
| 3Y | +646.2% | +52.1% | +594.1% | +482.8% |
| 5Y | +487.4% | +14.6% | +472.8% | +399.5% |
| 10Y | +2,071.0% | +230.9% | +1,840.2% | +1,048.6% |
| All | +2,071.0% | +237.1% | +1,834.0% | +1,048.6% |
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