+251.9%
QCOM vs SIMO
+423.7%
-171.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.0% |
| 7D | +13.0% | +14.9% | -1.9% | +8.0% |
| 30D | +0.2% | -27.0% | +27.1% | +9.3% |
| 3M | +9.2% | -25.4% | +34.6% | +15.9% |
| 6M | -15.0% | -30.3% | +15.3% | -10.1% |
| YTD | +5.2% | +95.8% | -90.6% | -26.4% |
| 1Y | +2.4% | +100.0% | -97.7% | -29.1% |
| 3Y | +52.0% | +238.3% | -186.3% | -14.9% |
| 5Y | +19.7% | +187.6% | -167.8% | -32.4% |
| All | +251.9% | +423.7% | -171.8% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling