+33,533.7%
QCOM vs SM
+1,289.1%
+32,244.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.6% | -4.9% | -8.9% |
| 7D | -15.5% | -25.1% | +9.7% | -12.4% |
| 30D | -13.4% | -15.6% | +2.2% | -11.8% |
| 3M | 0.0% | +2.7% | -2.7% | -1.2% |
| 6M | -15.2% | -3.8% | -11.4% | -16.2% |
| YTD | -6.9% | +61.8% | -68.8% | -15.1% |
| 1Y | -11.0% | +71.4% | -82.3% | -19.5% |
| 3Y | +39.8% | -20.7% | +60.5% | +37.8% |
| 5Y | +7.2% | -11.5% | +18.7% | +1.2% |
| 10Y | +207.7% | +10.2% | +197.5% | +109.2% |
| All | +33,533.7% | +1,289.1% | +32,244.6% | +14,543.3% |
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