-2.5%
QCOM vs SGI
-23.3%
+20.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.5% | +11.0% | +7.0% |
| 7D | +0.4% | +1.0% | -0.6% | 0.0% |
| 30D | -6.6% | +3.9% | -10.5% | -7.7% |
| 3M | +3.7% | -0.8% | +4.5% | +3.5% |
| 6M | -13.3% | -18.0% | +4.6% | -10.4% |
| YTD | -1.8% | -27.6% | +25.8% | +2.8% |
| 1Y | -2.5% | -27.2% | +24.7% | +2.0% |
| All | -2.5% | -23.3% | +20.8% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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