+48.9%
QCOM vs SM
-12.9%
+61.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.0% |
| 7D | +5.5% | -19.5% | +25.0% | +8.4% |
| 30D | -1.1% | -20.2% | +19.1% | +1.5% |
| 3M | +7.6% | -6.5% | +14.1% | +7.1% |
| 6M | -20.1% | +1.6% | -21.6% | -22.8% |
| YTD | +3.0% | +61.2% | -58.2% | -13.8% |
| 1Y | +3.2% | +65.4% | -62.1% | -14.5% |
| 3Y | +48.9% | -13.0% | +61.9% | +39.5% |
| All | +48.9% | -12.9% | +61.7% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling