+48.4%
QCOM vs SE
+65.6%
-17.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.8% | -2.8% |
| 7D | +4.3% | -0.5% | +4.8% | +4.3% |
| 30D | -0.1% | -20.9% | +20.8% | +3.6% |
| 3M | +5.2% | -38.9% | +44.1% | +13.3% |
| 6M | -18.4% | -19.4% | +1.1% | -16.6% |
| YTD | +2.4% | -40.9% | +43.3% | +10.8% |
| 1Y | +0.9% | -46.2% | +47.1% | +11.3% |
| 3Y | +48.4% | +63.7% | -15.3% | +42.7% |
| All | +48.4% | +65.6% | -17.2% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling