+141.9%
QCOM vs SITM
+3,519.6%
-3,377.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +13.0% | +32.5% | -19.5% | +4.8% |
| 30D | +0.2% | -18.8% | +19.0% | +4.8% |
| 3M | +9.2% | -30.9% | +40.1% | +17.7% |
| 6M | -15.0% | -44.5% | +29.5% | -4.7% |
| YTD | +5.2% | +33.2% | -28.0% | -7.9% |
| 1Y | +2.4% | +53.8% | -51.5% | -14.1% |
| 3Y | +52.0% | +335.7% | -283.7% | -13.1% |
| 5Y | +19.7% | +84.6% | -64.9% | -23.9% |
| All | +141.9% | +3,519.6% | -3,377.7% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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