+216.5%
QCOM vs SFM
+138.2%
+78.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.8% | +10.4% | +6.1% |
| 7D | +0.4% | -1.2% | +1.6% | +0.4% |
| 30D | -6.6% | -24.8% | +18.2% | -4.0% |
| 3M | +3.7% | -43.7% | +47.4% | +10.4% |
| 6M | -13.3% | -37.3% | +23.9% | -10.0% |
| YTD | -1.8% | -38.4% | +36.6% | +1.8% |
| 1Y | -2.5% | -36.9% | +34.4% | +0.6% |
| 3Y | +47.0% | +20.7% | +26.3% | +36.1% |
| 5Y | +13.1% | +103.5% | -90.4% | -4.5% |
| All | +216.5% | +138.2% | +78.2% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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