+309.1%
QCOM vs SE
+589.8%
-280.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +3.3% | -6.1% | +9.4% | +4.6% |
| 30D | +7.7% | -2.5% | +10.2% | +7.8% |
| 3M | -30.1% | +21.7% | -51.8% | -33.3% |
| 6M | +22.8% | +27.0% | -4.2% | +14.6% |
| YTD | +0.2% | -12.1% | +12.3% | +0.6% |
| 1Y | +7.9% | -40.9% | +48.8% | +17.5% |
| 3Y | +55.8% | +191.0% | -135.2% | +16.4% |
| 5Y | +30.1% | -68.3% | +98.3% | +38.7% |
| All | +309.1% | +589.8% | -280.7% | +152.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling