+54.3%
QCOM vs SFM
+108.0%
-53.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.2% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | +7.7% | -4.4% | +12.1% | +8.1% |
| 3M | -30.1% | +1.5% | -31.6% | -30.8% |
| 6M | +22.8% | +6.5% | +16.4% | +19.3% |
| YTD | +0.2% | +2.2% | -2.0% | -2.2% |
| 1Y | +7.9% | -41.9% | +49.7% | +16.7% |
| All | +54.3% | +108.0% | -53.7% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling