+48.4%
QCOM vs SCHG
+79.3%
-30.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -1.6% |
| 7D | +4.3% | +2.7% | +1.5% | +0.7% |
| 30D | -0.1% | -5.2% | +5.1% | +7.7% |
| 3M | +5.2% | -5.2% | +10.4% | +13.5% |
| 6M | -18.4% | -0.6% | -17.8% | -16.6% |
| YTD | +2.4% | +4.7% | -2.3% | -1.5% |
| 1Y | +0.9% | +6.0% | -5.1% | -4.4% |
| 3Y | +48.4% | +78.9% | -30.5% | -20.0% |
| All | +48.4% | +79.3% | -30.9% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling