+141.1%
QCOM vs SITM
+3,535.1%
-3,394.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.3% | -4.6% | +0.1% |
| 7D | +2.0% | +17.2% | -15.2% | -2.4% |
| 30D | +1.2% | -17.1% | +18.3% | +5.3% |
| 3M | +9.1% | -29.2% | +38.3% | +16.8% |
| 6M | -25.0% | -47.6% | +22.6% | -14.5% |
| YTD | +4.8% | +33.8% | -29.0% | -8.3% |
| 1Y | +3.6% | +54.1% | -50.5% | -13.1% |
| 3Y | +51.5% | +337.6% | -286.1% | -13.5% |
| 5Y | +19.7% | +89.7% | -70.0% | -24.3% |
| All | +141.1% | +3,535.1% | -3,394.0% | -11.9% |
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