+1,731.9%
QCOM vs SBAC
+2,207.9%
-476.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +5.8% |
| 7D | +0.4% | +1.2% | -0.8% | +0.2% |
| 30D | -6.6% | +11.2% | -17.8% | -8.4% |
| 3M | +3.7% | +4.5% | -0.8% | +2.7% |
| 6M | -13.3% | -12.2% | -1.2% | -12.0% |
| YTD | -1.8% | -0.1% | -1.7% | -3.0% |
| 1Y | -2.5% | -0.3% | -2.3% | -3.7% |
| 3Y | +47.0% | -8.7% | +55.7% | +45.4% |
| 5Y | +13.1% | -40.2% | +53.3% | +19.6% |
| 10Y | +224.7% | +97.3% | +127.3% | +179.7% |
| All | +1,731.9% | +2,207.9% | -476.0% | +826.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling