+446.4%
QCOM vs SCHG
+1,145.2%
-698.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +1.1% |
| 7D | +3.3% | -0.7% | +4.0% | +4.1% |
| 30D | +7.7% | +0.2% | +7.5% | +7.4% |
| 3M | -30.1% | +2.2% | -32.3% | -31.4% |
| 6M | +22.8% | +15.0% | +7.8% | +5.7% |
| YTD | +0.2% | +9.2% | -9.0% | -8.5% |
| 1Y | +7.9% | +15.7% | -7.9% | -7.4% |
| 3Y | +55.8% | +87.3% | -31.4% | -19.8% |
| 5Y | +30.1% | +84.5% | -54.4% | -31.0% |
| 10Y | +248.9% | +448.7% | -199.8% | -38.2% |
| All | +446.4% | +1,145.2% | -698.8% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling