+19.7%
QCOM vs SMTC
+40.1%
-20.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.3% | -8.6% | -1.2% |
| 7D | +2.0% | +12.9% | -10.9% | -2.0% |
| 30D | +1.2% | -25.6% | +26.8% | +8.3% |
| 3M | +9.1% | -4.5% | +13.7% | +5.9% |
| 6M | -25.0% | -8.3% | -16.7% | -27.1% |
| YTD | +4.8% | +69.9% | -65.1% | -15.9% |
| 1Y | +3.6% | +73.9% | -70.3% | -17.9% |
| 3Y | +51.5% | +757.7% | -706.2% | -42.1% |
| 5Y | +19.7% | +38.7% | -19.0% | +15.8% |
| All | +19.7% | +40.1% | -20.3% | +15.8% |
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 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