+54.3%
QCOM vs SBAC
-8.8%
+63.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | +3.3% | -0.8% | +4.1% | +3.3% |
| 30D | +7.7% | +6.9% | +0.8% | +7.6% |
| 3M | -30.1% | -8.2% | -21.8% | -29.9% |
| 6M | +22.8% | -1.6% | +24.5% | +23.1% |
| YTD | +0.2% | -0.1% | +0.3% | +0.3% |
| 1Y | +7.9% | -0.5% | +8.3% | +8.0% |
| All | +54.3% | -8.8% | +63.1% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling