+242.6%
QCOM vs SM
+18.0%
+224.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +4.3% | +9.4% | -5.1% | +3.2% |
| 30D | -0.1% | -14.4% | +14.3% | +1.3% |
| 3M | +5.2% | +1.6% | +3.7% | +4.3% |
| 6M | -18.4% | +6.3% | -24.7% | -20.1% |
| YTD | +2.4% | +78.8% | -76.4% | -6.7% |
| 1Y | +0.9% | +83.1% | -82.2% | -8.5% |
| 3Y | +48.4% | -5.9% | +54.3% | +43.5% |
| 5Y | +16.6% | +4.8% | +11.8% | +9.1% |
| All | +242.6% | +18.0% | +224.6% | +146.7% |
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