+16,011.1%
STX vs QCOM
+1,313.0%
+14,698.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.3% |
| 7D | +2.4% | +3.3% | -1.0% | +0.7% |
| 30D | +1.4% | +7.7% | -6.3% | -2.4% |
| 3M | -8.2% | -30.1% | +21.8% | +8.9% |
| 6M | +127.0% | +22.8% | +104.2% | +99.7% |
| YTD | +209.1% | +0.2% | +209.0% | +198.3% |
| 1Y | +365.4% | +7.9% | +357.6% | +330.1% |
| 3Y | +1,135.4% | +55.8% | +1,079.6% | +823.4% |
| 5Y | +991.5% | +30.1% | +961.4% | +755.3% |
| 10Y | +3,695.8% | +248.9% | +3,446.9% | +1,506.4% |
| All | +16,011.1% | +1,313.0% | +14,698.1% | +3,145.9% |
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