+11.2%
QCOM vs SIMO
+154.7%
-143.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.2% | +1.4% | +4.2% |
| 7D | +0.4% | -22.0% | +22.4% | +7.7% |
| 30D | -6.6% | -43.0% | +36.4% | +9.6% |
| 3M | +3.7% | -39.1% | +42.8% | +16.8% |
| 6M | -13.3% | -33.3% | +20.0% | -6.9% |
| YTD | -1.8% | +77.0% | -78.8% | -29.4% |
| 1Y | -2.5% | +73.0% | -75.5% | -29.4% |
| 3Y | +47.0% | +215.7% | -168.8% | -17.6% |
| All | +11.2% | +154.7% | -143.5% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling