-2.5%
QCOM vs SIMO
+67.0%
-69.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.2% | +1.4% | +4.6% |
| 7D | +0.4% | -22.0% | +22.4% | +5.4% |
| 30D | -6.6% | -43.0% | +36.4% | +4.1% |
| 3M | +3.7% | -39.1% | +42.8% | +12.6% |
| 6M | -13.3% | -33.3% | +20.0% | -7.0% |
| YTD | -1.8% | +77.0% | -78.8% | -12.2% |
| 1Y | -2.5% | +73.0% | -75.5% | -12.0% |
| All | -2.5% | +67.0% | -69.5% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling