+665.5%
QCOM vs SIMO
+1,993.5%
-1,328.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -14.4% | +4.9% | -6.4% |
| 7D | -15.5% | -31.4% | +15.9% | -8.6% |
| 30D | -13.4% | -45.2% | +31.7% | -2.5% |
| 3M | 0.0% | -36.5% | +36.6% | +7.8% |
| 6M | -15.2% | -34.2% | +19.0% | -10.2% |
| YTD | -6.9% | +69.9% | -76.8% | -21.5% |
| 1Y | -11.0% | +60.4% | -71.4% | -24.1% |
| 3Y | +39.8% | +203.1% | -163.4% | +3.9% |
| 5Y | +7.2% | +145.4% | -138.3% | -18.8% |
| 10Y | +207.7% | +368.9% | -161.2% | +101.6% |
| All | +665.5% | +1,993.5% | -1,328.0% | +223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling