+242.6%
QCOM vs SAP
+237.3%
+5.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | +4.3% | +0.6% | +3.6% | +3.9% |
| 30D | -0.1% | +6.5% | -6.6% | -3.7% |
| 3M | +5.2% | +12.2% | -7.0% | -1.7% |
| 6M | -18.4% | +46.1% | -64.4% | -36.1% |
| YTD | +2.4% | -1.6% | +4.0% | -0.9% |
| 1Y | +0.9% | -5.1% | +6.0% | -0.1% |
| 3Y | +48.4% | +68.4% | -20.0% | +1.2% |
| 5Y | +16.6% | +79.4% | -62.8% | -25.4% |
| All | +242.6% | +237.3% | +5.4% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling