+270.3%
QCOM vs SFM
+132.6%
+137.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.2% |
| 3M | -30.1% | +1.5% | -31.6% | -30.6% |
| 6M | +22.8% | +6.5% | +16.4% | +20.5% |
| YTD | +0.2% | +2.2% | -2.0% | -1.3% |
| 1Y | +7.9% | -41.9% | +49.7% | +13.6% |
| 3Y | +55.8% | +106.8% | -50.9% | +39.1% |
| 5Y | +30.1% | +231.6% | -201.5% | +8.3% |
| 10Y | +248.9% | +258.4% | -9.5% | +177.4% |
| All | +270.3% | +132.6% | +137.8% | +217.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling