+66.5%
STX vs QCOM
-5.0%
+71.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -3.6% |
| 7D | -28.5% | +0.4% | -28.9% | -28.3% |
| 30D | -42.9% | -6.6% | -36.3% | -40.9% |
| 3M | -45.9% | +3.7% | -49.6% | -47.2% |
| 6M | -41.3% | -13.3% | -28.0% | -38.2% |
| YTD | +67.9% | -1.8% | +69.7% | +71.2% |
| 1Y | +66.5% | -2.5% | +69.0% | +72.5% |
| All | +66.5% | -5.0% | +71.6% | +72.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling