+35,391.9%
QCOM vs SM
+1,302.7%
+34,089.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +5.4% |
| 7D | +0.4% | -25.9% | +26.3% | +4.2% |
| 30D | -6.6% | -15.1% | +8.5% | -5.0% |
| 3M | +3.7% | +4.9% | -1.2% | +2.1% |
| 6M | -13.3% | +6.1% | -19.5% | -15.4% |
| YTD | -1.8% | +63.4% | -65.2% | -10.5% |
| 1Y | -2.5% | +72.5% | -75.0% | -12.0% |
| 3Y | +47.0% | -16.9% | +63.9% | +44.0% |
| 5Y | +13.1% | -10.6% | +23.8% | +6.7% |
| 10Y | +224.7% | +11.3% | +213.4% | +120.5% |
| All | +35,391.9% | +1,302.7% | +34,089.2% | +15,333.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling