+8,652.1%
STX vs QCOM
+1,285.1%
+7,367.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -3.8% |
| 7D | -28.5% | +0.4% | -28.9% | -28.5% |
| 30D | -42.9% | -6.6% | -36.3% | -40.9% |
| 3M | -45.9% | +3.7% | -49.6% | -47.4% |
| 6M | -41.3% | -13.3% | -28.0% | -38.9% |
| YTD | +67.9% | -1.8% | +69.7% | +62.2% |
| 1Y | +66.5% | -2.5% | +69.0% | +61.5% |
| 3Y | +588.0% | +47.0% | +541.0% | +425.2% |
| 5Y | +449.1% | +13.1% | +436.0% | +358.4% |
| 10Y | +1,982.8% | +224.7% | +1,758.1% | +809.5% |
| All | +8,652.1% | +1,285.1% | +7,367.0% | +1,664.5% |
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