+245.8%
QCOM vs SM
+10.6%
+235.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.6% | -3.8% | +1.1% |
| 7D | +2.0% | +0.3% | +1.6% | +1.9% |
| 30D | +1.2% | -17.3% | +18.6% | +3.1% |
| 3M | +9.1% | -3.6% | +12.7% | +8.9% |
| 6M | -25.0% | +2.9% | -27.9% | -26.3% |
| YTD | +4.8% | +70.2% | -65.4% | -4.0% |
| 1Y | +3.6% | +66.5% | -62.9% | -5.0% |
| 3Y | +51.5% | -8.2% | +59.7% | +46.9% |
| 5Y | +19.7% | -1.5% | +21.2% | +12.8% |
| 10Y | +245.8% | +11.9% | +233.9% | +150.0% |
| All | +245.8% | +10.6% | +235.2% | +150.0% |
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