+7.9%
QCOM vs SMR
-76.3%
+84.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +3.3% | +4.4% | -1.1% | +2.5% |
| 30D | +7.7% | +3.4% | +4.3% | +6.7% |
| 3M | -30.1% | -19.2% | -10.9% | -28.2% |
| 6M | +22.8% | -22.6% | +45.5% | +25.2% |
| YTD | +0.2% | -31.5% | +31.7% | +2.5% |
| 1Y | +7.9% | -73.1% | +80.9% | +19.5% |
| All | +7.9% | -76.3% | +84.1% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling