+51,000.2%
QCOM vs SMTC
+53,134.3%
-2,134.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +12.8% | -9.2% | +0.3% |
| 7D | +5.8% | -4.8% | +10.6% | +6.3% |
| 30D | -2.3% | -37.8% | +35.5% | +9.0% |
| 3M | +2.7% | -16.5% | +19.2% | +4.1% |
| 6M | -21.0% | -4.4% | -16.6% | -23.5% |
| YTD | +1.8% | +58.0% | -56.2% | -14.9% |
| 1Y | +2.4% | +62.0% | -59.6% | -15.4% |
| 3Y | +52.1% | +745.7% | -693.5% | -27.1% |
| 5Y | +14.6% | +29.0% | -14.4% | -13.9% |
| 10Y | +230.9% | +351.4% | -120.5% | +76.5% |
| All | +51,000.2% | +53,134.3% | -2,134.1% | +17,287.6% |
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 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