+48.9%
QCOM vs SMTC
+709.5%
-660.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.8% |
| 7D | +5.5% | -10.9% | +16.5% | +7.7% |
| 30D | -1.1% | -39.4% | +38.3% | +10.3% |
| 3M | +7.6% | -13.5% | +21.1% | +7.6% |
| 6M | -20.1% | -6.8% | -13.2% | -21.9% |
| YTD | +3.0% | +54.0% | -51.0% | -11.5% |
| 1Y | +3.2% | +50.8% | -47.5% | -11.3% |
| 3Y | +48.9% | +677.3% | -628.5% | -24.8% |
| All | +48.9% | +709.5% | -660.6% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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