+36.2%
QCOM vs SMTC
+110.0%
-73.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.0% | -6.8% | +0.2% |
| 7D | +5.1% | +22.9% | -17.9% | -1.4% |
| 30D | +4.3% | +16.6% | -12.4% | -1.7% |
| 3M | -19.6% | +2.4% | -22.0% | -22.2% |
| 6M | +29.5% | +98.3% | -68.8% | +2.8% |
| YTD | +3.4% | +120.7% | -117.3% | -21.2% |
| 1Y | +10.9% | +168.3% | -157.4% | -21.1% |
| 3Y | +74.8% | +571.7% | -496.9% | -24.6% |
| 5Y | +36.2% | +114.0% | -77.8% | +14.2% |
| All | +36.2% | +110.0% | -73.9% | +14.2% |
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