+19.8%
QCOM vs SMR
-48.0%
+67.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +2.0% | +1.9% | 0.0% | +1.7% |
| 30D | +1.2% | -21.9% | +23.2% | +3.8% |
| 3M | +9.1% | -47.1% | +56.2% | +16.2% |
| 6M | -25.0% | -60.6% | +35.7% | -18.1% |
| YTD | +4.8% | -63.1% | +67.9% | +13.6% |
| 1Y | +3.6% | -80.4% | +84.0% | +17.9% |
| 3Y | +51.5% | +150.2% | -98.8% | +25.4% |
| All | +19.8% | -48.0% | +67.8% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling