+10,374.7%
STX vs QCOM
+1,378.5%
+8,996.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.9% |
| 3M | -32.7% | +9.1% | -41.8% | -35.9% |
| 6M | -33.7% | -25.0% | -8.8% | -25.7% |
| YTD | +101.0% | +4.8% | +96.2% | +88.4% |
| 1Y | +92.7% | +3.6% | +89.1% | +81.9% |
| 3Y | +708.7% | +51.5% | +657.2% | +509.9% |
| 5Y | +504.0% | +19.7% | +484.3% | +391.6% |
| 10Y | +2,108.4% | +245.8% | +1,862.5% | +837.6% |
| All | +10,374.7% | +1,378.5% | +8,996.1% | +1,950.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling