+282.9%
QCOM vs SCHG
+459.0%
-176.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +1.9% |
| 7D | +7.8% | -1.0% | +8.9% | +9.1% |
| 30D | +12.2% | -1.3% | +13.5% | +13.8% |
| 3M | -9.9% | +5.4% | -15.3% | -15.2% |
| 6M | +36.9% | +14.4% | +22.5% | +17.8% |
| YTD | +8.0% | +8.0% | 0.0% | -0.6% |
| 1Y | +15.0% | +12.7% | +2.3% | +1.0% |
| 3Y | +75.8% | +85.6% | -9.8% | -11.3% |
| 5Y | +42.2% | +85.5% | -43.3% | -27.2% |
| All | +282.9% | +459.0% | -176.1% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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