+70.4%
QCOM vs SCHG
+85.5%
-15.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +2.2% |
| 7D | +4.4% | -0.9% | +5.2% | +5.4% |
| 30D | +9.4% | -2.3% | +11.7% | +12.4% |
| 3M | -13.7% | +4.5% | -18.2% | -18.1% |
| 6M | +28.9% | +13.6% | +15.3% | +11.1% |
| YTD | +4.7% | +7.6% | -2.8% | -3.4% |
| 1Y | +13.5% | +13.0% | +0.5% | -1.2% |
| All | +70.4% | +85.5% | -15.0% | -14.2% |
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 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