+242.6%
QCOM vs SIMO
+394.4%
-151.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.6% | +3.0% | -0.8% |
| 7D | +4.3% | +4.1% | +0.2% | +2.8% |
| 30D | -0.1% | -24.0% | +23.9% | +7.7% |
| 3M | +5.2% | -31.8% | +37.0% | +14.9% |
| 6M | -18.4% | -36.9% | +18.5% | -10.7% |
| YTD | +2.4% | +84.8% | -82.4% | -27.0% |
| 1Y | +0.9% | +99.0% | -98.1% | -30.2% |
| 3Y | +48.4% | +217.9% | -169.6% | -15.3% |
| 5Y | +16.6% | +171.5% | -154.9% | -32.9% |
| All | +242.6% | +394.4% | -151.8% | +47.4% |
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