+2.4%
QCOM vs SMR
-82.2%
+84.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.8% | +8.2% | +2.2% |
| 7D | +13.0% | +10.3% | +2.7% | +10.1% |
| 30D | +0.2% | -25.7% | +25.9% | +6.5% |
| 3M | +9.2% | -49.7% | +59.0% | +24.7% |
| 6M | -15.0% | -59.8% | +44.8% | +0.2% |
| YTD | +5.2% | -66.0% | +71.2% | +23.6% |
| 1Y | +2.4% | -81.4% | +83.8% | +29.6% |
| All | +2.4% | -82.2% | +84.5% | +29.6% |
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