+1,184.4%
STX vs QCOM
+56.5%
+1,127.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.3% |
| 7D | +2.4% | +3.3% | -1.0% | +0.8% |
| 30D | +1.4% | +7.7% | -6.3% | -2.1% |
| 3M | -8.2% | -30.1% | +21.8% | +7.2% |
| 6M | +127.0% | +22.8% | +104.2% | +102.1% |
| YTD | +209.1% | +0.2% | +209.0% | +200.9% |
| 1Y | +365.4% | +7.9% | +357.6% | +334.2% |
| All | +1,184.4% | +56.5% | +1,127.9% | +870.6% |
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 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