+30.9%
QCOM vs SIMO
+269.6%
-238.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -28.9% |
| 6M | +22.8% | +110.3% | -87.5% | -10.0% |
| YTD | +0.2% | +178.6% | -178.4% | -35.7% |
| 1Y | +7.9% | +220.0% | -212.1% | -34.9% |
| 3Y | +55.8% | +409.0% | -353.2% | -22.5% |
| All | +30.9% | +269.6% | -238.7% | -28.8% |
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