+1,768.7%
QCOM vs SBAC
+2,208.1%
-439.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +3.3% | -0.8% | +4.1% | +3.4% |
| 30D | +7.7% | +6.9% | +0.8% | +6.5% |
| 3M | -30.1% | -8.2% | -21.8% | -29.3% |
| 6M | +22.8% | -1.6% | +24.5% | +22.1% |
| YTD | +0.2% | -0.1% | +0.3% | -0.8% |
| 1Y | +7.9% | -0.5% | +8.3% | +6.7% |
| 3Y | +55.8% | -9.1% | +64.9% | +54.3% |
| 5Y | +30.1% | -43.8% | +73.9% | +39.1% |
| 10Y | +248.9% | +80.5% | +168.4% | +205.3% |
| All | +1,768.7% | +2,208.1% | -439.4% | +846.3% |
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