+216.5%
QCOM vs SIMO
+379.7%
-163.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.2% | +1.4% | +4.2% |
| 7D | +0.4% | -22.0% | +22.4% | +8.0% |
| 30D | -6.6% | -43.0% | +36.4% | +10.3% |
| 3M | +3.7% | -39.1% | +42.8% | +17.3% |
| 6M | -13.3% | -33.3% | +20.0% | -6.8% |
| YTD | -1.8% | +77.0% | -78.8% | -28.9% |
| 1Y | -2.5% | +73.0% | -75.5% | -29.0% |
| 3Y | +47.0% | +215.7% | -168.8% | -15.8% |
| 5Y | +13.1% | +155.6% | -142.5% | -33.5% |
| All | +216.5% | +379.7% | -163.2% | +36.0% |
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