+130.4%
QCOM vs SITM
+4,608.4%
-4,478.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | -1.6% |
| 7D | +3.3% | +9.7% | -6.4% | +0.9% |
| 30D | +7.7% | +12.7% | -5.0% | +3.0% |
| 3M | -30.1% | -13.4% | -16.6% | -29.0% |
| 6M | +22.8% | +59.6% | -36.8% | +6.0% |
| YTD | +0.2% | +73.3% | -73.1% | -16.8% |
| 1Y | +7.9% | +165.5% | -157.7% | -21.5% |
| 3Y | +55.8% | +368.7% | -312.9% | -11.5% |
| 5Y | +30.1% | +172.5% | -142.4% | -23.9% |
| All | +130.4% | +4,608.4% | -4,478.0% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling