+328.1%
QCOM vs SE
+355.3%
-27.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.7% | +5.4% | +2.5% |
| 7D | +2.0% | -7.7% | +9.7% | +3.7% |
| 30D | +1.2% | -22.8% | +24.1% | +6.7% |
| 3M | +9.1% | -43.7% | +52.9% | +22.3% |
| 6M | -25.0% | -12.8% | -12.2% | -24.4% |
| YTD | +4.8% | -42.0% | +46.8% | +14.3% |
| 1Y | +3.6% | -48.0% | +51.6% | +15.4% |
| 3Y | +51.5% | +62.7% | -11.2% | +28.0% |
| 5Y | +19.7% | -77.8% | +97.5% | +37.3% |
| All | +328.1% | +355.3% | -27.3% | +187.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling