+140.9%
QCOM vs SITM
+4,437.5%
-4,296.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | +4.4% | +3.7% | +0.7% | +3.3% |
| 30D | +9.4% | -14.5% | +23.9% | +13.1% |
| 3M | -13.7% | -10.6% | -3.1% | -13.2% |
| 6M | +28.9% | +65.5% | -36.6% | +10.5% |
| YTD | +4.7% | +67.0% | -62.3% | -12.3% |
| 1Y | +13.5% | +138.6% | -125.1% | -15.1% |
| 3Y | +77.1% | +421.8% | -344.7% | -2.3% |
| 5Y | +38.9% | +172.4% | -133.5% | -18.6% |
| All | +140.9% | +4,437.5% | -4,296.6% | -15.6% |
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