+54,129.3%
QCOM vs SMTC
+76,352.6%
-22,223.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +1.6% |
| 7D | +7.8% | +13.1% | -5.2% | +4.3% |
| 30D | +12.2% | +19.5% | -7.3% | +6.0% |
| 3M | -9.9% | +2.2% | -12.1% | -12.5% |
| 6M | +36.9% | +94.9% | -58.0% | +11.7% |
| YTD | +8.0% | +127.0% | -118.9% | -16.0% |
| 1Y | +15.0% | +174.6% | -159.6% | -15.7% |
| 3Y | +75.8% | +615.9% | -540.1% | -11.4% |
| 5Y | +42.2% | +125.6% | -83.4% | -5.5% |
| 10Y | +293.8% | +540.5% | -246.7% | +95.9% |
| All | +54,129.3% | +76,352.6% | -22,223.3% | +17,069.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling