+250.3%
QCOM vs SIMO
+502.1%
-251.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -2.7% |
| 7D | +3.3% | +4.2% | -0.9% | +1.8% |
| 30D | +7.7% | +4.1% | +3.6% | +5.1% |
| 3M | -30.1% | -12.9% | -17.2% | -29.0% |
| 6M | +22.8% | +110.3% | -87.5% | -10.3% |
| YTD | +0.2% | +178.6% | -178.4% | -35.3% |
| 1Y | +7.9% | +220.0% | -212.1% | -34.1% |
| 3Y | +55.8% | +409.0% | -353.2% | -20.7% |
| 5Y | +30.1% | +277.3% | -247.2% | -30.1% |
| All | +250.3% | +502.1% | -251.8% | +44.3% |
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