+673.8%
STX vs QCOM
+48.2%
+625.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -1.9% |
| 7D | +14.6% | +4.3% | +10.3% | +12.7% |
| 30D | -26.0% | -0.1% | -25.9% | -25.5% |
| 3M | -42.6% | +5.2% | -47.8% | -44.3% |
| 6M | -35.3% | -18.4% | -16.9% | -30.5% |
| YTD | +92.5% | +2.4% | +90.1% | +84.5% |
| 1Y | +102.4% | +0.9% | +101.5% | +95.5% |
| 3Y | +673.8% | +48.4% | +625.4% | +495.8% |
| All | +673.8% | +48.2% | +625.6% | +495.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling