+52.1%
QCOM vs SITM
+316.6%
-264.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.6% | -6.0% | +1.2% |
| 7D | +5.8% | +9.4% | -3.6% | +2.9% |
| 30D | -2.3% | -25.4% | +23.1% | +4.2% |
| 3M | +2.7% | -37.0% | +39.7% | +13.1% |
| 6M | -21.0% | -45.1% | +24.1% | -11.1% |
| YTD | +1.8% | +29.4% | -27.6% | -8.4% |
| 1Y | +2.4% | +39.8% | -37.4% | -10.2% |
| 3Y | +52.1% | +328.2% | -276.1% | -10.5% |
| All | +52.1% | +316.6% | -264.4% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling