+254.0%
QCOM vs SFM
+326.6%
-72.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.3% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | +7.7% | -4.4% | +12.1% | +8.2% |
| 3M | -30.1% | +1.5% | -31.6% | -30.7% |
| 6M | +22.8% | +6.5% | +16.4% | +20.2% |
| YTD | +0.2% | +2.2% | -2.0% | -1.6% |
| 1Y | +7.9% | -41.9% | +49.7% | +14.5% |
| 3Y | +55.8% | +106.8% | -50.9% | +36.3% |
| 5Y | +30.1% | +231.6% | -201.5% | +4.7% |
| All | +254.0% | +326.6% | -72.6% | +169.8% |
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