+230.9%
QCOM vs SAP
+228.4%
+2.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +2.8% |
| 7D | +5.8% | +1.6% | +4.2% | +4.7% |
| 30D | -2.3% | +10.5% | -12.8% | -7.6% |
| 3M | +2.7% | +15.2% | -12.5% | -5.4% |
| 6M | -21.0% | +36.7% | -57.7% | -35.7% |
| YTD | +1.8% | -0.6% | +2.4% | -2.0% |
| 1Y | +2.4% | -4.1% | +6.6% | +1.0% |
| 3Y | +52.1% | +73.2% | -21.1% | +2.1% |
| 5Y | +14.6% | +74.1% | -59.5% | -25.3% |
| 10Y | +230.9% | +222.9% | +7.9% | +36.7% |
| All | +230.9% | +228.4% | +2.5% | +36.7% |
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