+36,106.4%
QCOM vs SM
+1,608.3%
+34,498.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.4% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | +7.7% | +26.3% | -18.6% | +4.1% |
| 3M | -30.1% | +8.7% | -38.7% | -31.4% |
| 6M | +22.8% | +51.7% | -28.8% | +14.2% |
| YTD | +0.2% | +99.0% | -98.9% | -10.5% |
| 1Y | +7.9% | +34.6% | -26.7% | +1.3% |
| 3Y | +55.8% | -7.8% | +63.6% | +51.3% |
| 5Y | +30.1% | +104.8% | -74.7% | +10.4% |
| 10Y | +248.9% | +7.2% | +241.6% | +139.7% |
| All | +36,106.4% | +1,608.3% | +34,498.1% | +15,331.3% |
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