+892.1%
QCOM vs SGI
+2,021.1%
-1,128.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.8% | -6.7% | -8.9% |
| 7D | -15.5% | +5.3% | -20.8% | -16.3% |
| 30D | -13.4% | +8.2% | -21.6% | -14.8% |
| 3M | 0.0% | -2.2% | +2.3% | +0.3% |
| 6M | -15.2% | -8.4% | -6.8% | -14.2% |
| YTD | -6.9% | -23.4% | +16.5% | -2.8% |
| 1Y | -11.0% | -14.0% | +3.0% | -9.4% |
| 3Y | +39.8% | +78.8% | -39.0% | +22.1% |
| 5Y | +7.2% | +58.6% | -51.4% | -6.1% |
| 10Y | +207.7% | +427.8% | -220.2% | +101.9% |
| All | +892.1% | +2,021.1% | -1,128.9% | +310.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling