+48.4%
QCOM vs SMR
+125.1%
-76.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -2.2% |
| 7D | +4.3% | -8.3% | +12.5% | +5.3% |
| 30D | -0.1% | -20.1% | +20.0% | +2.4% |
| 3M | +5.2% | -52.7% | +57.9% | +13.5% |
| 6M | -18.4% | -61.0% | +42.7% | -10.6% |
| YTD | +2.4% | -67.1% | +69.5% | +12.4% |
| 1Y | +0.9% | -79.9% | +80.8% | +14.9% |
| 3Y | +48.4% | +101.7% | -53.3% | +41.2% |
| All | +48.4% | +125.1% | -76.7% | +41.2% |
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