+2.0%
QCOM vs SFM
-37.1%
+39.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.7% |
| 7D | +5.8% | -10.2% | +16.0% | +4.9% |
| 30D | -2.3% | -23.9% | +21.6% | -3.7% |
| 3M | +2.7% | -42.3% | +45.0% | +0.2% |
| 6M | -21.0% | -40.1% | +19.1% | -23.5% |
| YTD | +1.8% | -37.8% | +39.6% | -6.1% |
| All | +2.0% | -37.1% | +39.1% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling