+216.5%
QCOM vs SM
+8.2%
+208.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +5.4% |
| 7D | +0.4% | -25.9% | +26.3% | +3.6% |
| 30D | -6.6% | -15.1% | +8.5% | -5.2% |
| 3M | +3.7% | +4.9% | -1.2% | +2.3% |
| 6M | -13.3% | +6.1% | -19.5% | -15.2% |
| YTD | -1.8% | +63.4% | -65.2% | -9.6% |
| 1Y | -2.5% | +72.5% | -75.0% | -11.0% |
| 3Y | +47.0% | -16.9% | +63.9% | +44.2% |
| 5Y | +13.1% | -10.6% | +23.8% | +7.7% |
| All | +216.5% | +8.2% | +208.3% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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