+7.9%
QCOM vs SE
-38.5%
+46.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | +3.3% | -6.1% | +9.4% | +3.6% |
| 30D | +7.7% | -2.5% | +10.2% | +7.7% |
| 3M | -30.1% | +21.7% | -51.8% | -30.8% |
| 6M | +22.8% | +27.0% | -4.2% | +20.8% |
| YTD | +0.2% | -12.1% | +12.3% | +5.8% |
| 1Y | +7.9% | -40.9% | +48.8% | +27.9% |
| All | +7.9% | -38.5% | +46.4% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling