+242.8%
QCOM vs SBAC
+103.9%
+138.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | +5.5% | +3.6% | +1.9% | +4.6% |
| 30D | -1.1% | +4.9% | -6.0% | -2.4% |
| 3M | +7.6% | +6.5% | +1.1% | +5.5% |
| 6M | -20.1% | -11.1% | -9.0% | -18.2% |
| YTD | +3.0% | +0.9% | +2.1% | +0.8% |
| 1Y | +3.2% | -1.6% | +4.8% | +1.7% |
| 3Y | +48.9% | -7.0% | +55.8% | +44.6% |
| 5Y | +21.1% | -39.2% | +60.3% | +35.2% |
| 10Y | +242.8% | +111.4% | +131.4% | +162.6% |
| All | +242.8% | +103.9% | +138.9% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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