-33.7%
STX vs QCOM
-23.2%
-10.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.8% | +8.2% | +9.1% |
| 7D | -1.0% | +2.0% | -2.9% | -1.3% |
| 30D | -26.8% | +1.2% | -28.0% | -26.6% |
| 3M | -32.7% | +9.1% | -41.8% | -36.1% |
| 6M | -33.7% | -25.0% | -8.8% | -26.8% |
| All | -33.7% | -23.2% | -10.5% | -26.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling