+230.9%
QCOM vs SIMO
+434.7%
-203.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.7% | -2.0% | +1.8% |
| 7D | +5.8% | -8.5% | +14.3% | +8.3% |
| 30D | -2.3% | -34.8% | +32.5% | +10.6% |
| 3M | +2.7% | -32.8% | +35.5% | +12.7% |
| 6M | -21.0% | -32.0% | +11.0% | -15.6% |
| YTD | +1.8% | +87.0% | -85.2% | -27.6% |
| 1Y | +2.4% | +86.1% | -83.7% | -27.2% |
| 3Y | +52.1% | +226.4% | -174.3% | -13.8% |
| 5Y | +14.6% | +172.1% | -157.5% | -34.0% |
| 10Y | +230.9% | +408.0% | -177.1% | +40.0% |
| All | +230.9% | +434.7% | -203.8% | +40.0% |
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