+11.2%
QCOM vs SE
-78.9%
+90.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +0.4% | +2.0% | -1.6% | +0.1% |
| 30D | -6.6% | -20.0% | +13.4% | -2.4% |
| 3M | +3.7% | -31.8% | +35.5% | +11.2% |
| 6M | -13.3% | -15.9% | +2.6% | -12.0% |
| YTD | -1.8% | -40.6% | +38.9% | +6.7% |
| 1Y | -2.5% | -50.7% | +48.2% | +9.9% |
| 3Y | +47.0% | +70.3% | -23.3% | +23.2% |
| All | +11.2% | -78.9% | +90.1% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling