+7.9%
QCOM vs SN
+46.4%
-38.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +3.3% | -9.3% | +12.7% | +5.0% |
| 30D | +7.7% | -4.8% | +12.5% | +8.6% |
| 3M | -30.1% | +40.4% | -70.5% | -34.4% |
| 6M | +22.8% | +50.9% | -28.1% | +13.5% |
| YTD | +0.2% | +54.9% | -54.7% | -7.8% |
| 1Y | +7.9% | +43.0% | -35.2% | -4.5% |
| All | +7.9% | +46.4% | -38.5% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling