+92.7%
STX vs QCOM
+5.4%
+87.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.8% | +8.2% | +9.2% |
| 7D | -1.0% | +2.0% | -2.9% | -1.3% |
| 30D | -26.8% | +1.2% | -28.0% | -26.7% |
| 3M | -32.7% | +9.1% | -41.8% | -35.6% |
| 6M | -33.7% | -25.0% | -8.8% | -27.2% |
| YTD | +101.0% | +4.8% | +96.2% | +99.5% |
| 1Y | +92.7% | +3.6% | +89.1% | +94.2% |
| All | +92.7% | +5.4% | +87.3% | +94.2% |
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