+39.3%
QCOM vs SE
+64.7%
-25.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -5.7% | -3.8% | -8.5% |
| 7D | -15.5% | -1.2% | -14.3% | -15.1% |
| 30D | -13.4% | -21.7% | +8.2% | -10.1% |
| 3M | 0.0% | -34.2% | +34.2% | +6.3% |
| 6M | -15.2% | -10.5% | -4.7% | -15.6% |
| YTD | -6.9% | -40.7% | +33.8% | +0.8% |
| 1Y | -11.0% | -52.1% | +41.1% | +0.9% |
| All | +39.3% | +64.7% | -25.4% | +33.6% |
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