+36.2%
QCOM vs SITM
+168.3%
-132.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.3% | +3.8% |
| 7D | +5.1% | +8.4% | -3.3% | +2.6% |
| 30D | +4.3% | -17.4% | +21.7% | +9.4% |
| 3M | -19.6% | -9.8% | -9.8% | -19.3% |
| 6M | +29.5% | +83.0% | -53.5% | +5.5% |
| YTD | +3.4% | +69.6% | -66.2% | -15.9% |
| 1Y | +10.9% | +144.9% | -134.0% | -21.3% |
| 3Y | +74.8% | +429.9% | -355.1% | -15.1% |
| 5Y | +36.2% | +169.2% | -133.0% | -30.5% |
| All | +36.2% | +168.3% | -132.1% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling