+47.0%
QCOM vs SMR
+43.9%
+3.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +16.2% | -10.7% | +3.7% |
| 7D | +0.4% | -9.6% | +10.0% | +1.4% |
| 30D | -6.6% | -33.8% | +27.2% | -2.5% |
| 3M | +3.7% | -46.4% | +50.0% | +10.1% |
| 6M | -13.3% | -62.4% | +49.1% | -5.2% |
| YTD | -1.8% | -64.1% | +62.4% | +6.6% |
| 1Y | -2.5% | -84.3% | +81.8% | +12.4% |
| 3Y | +47.0% | +55.8% | -8.9% | +40.9% |
| All | +47.0% | +43.9% | +3.1% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling