+10.9%
QCOM vs SMR
-68.0%
+78.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +15.3% | -12.1% | +0.5% |
| 7D | +5.1% | +21.4% | -16.3% | +1.4% |
| 30D | +4.3% | +13.8% | -9.6% | +1.4% |
| 3M | -19.6% | +3.9% | -23.5% | -21.0% |
| 6M | +29.5% | -4.2% | +33.7% | +27.6% |
| YTD | +3.4% | -21.1% | +24.5% | +3.0% |
| 1Y | +10.9% | -67.1% | +78.0% | +20.0% |
| All | +10.9% | -68.0% | +78.9% | +20.0% |
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