+14.1%
QCOM vs SMTC
+26.3%
-12.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.4% | -1.5% |
| 7D | +4.3% | +11.0% | -6.8% | +0.8% |
| 30D | -0.1% | -28.5% | +28.4% | +8.1% |
| 3M | +5.2% | -14.2% | +19.4% | +5.4% |
| 6M | -18.4% | -18.0% | -0.4% | -18.2% |
| YTD | +2.4% | +55.5% | -53.1% | -15.8% |
| 1Y | +0.9% | +69.5% | -68.6% | -19.5% |
| 3Y | +48.4% | +699.7% | -651.3% | -42.2% |
| All | +14.1% | +26.3% | -12.2% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling