-2.5%
QCOM vs SN
+137.4%
-139.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +5.0% |
| 7D | +0.4% | +7.2% | -6.8% | -0.9% |
| 30D | -6.6% | +20.4% | -27.0% | -9.6% |
| 3M | +3.7% | +23.9% | -20.2% | -0.1% |
| 6M | -13.3% | +93.0% | -106.4% | -24.6% |
| YTD | -1.8% | +99.2% | -101.0% | -15.7% |
| 1Y | -2.5% | +142.6% | -145.1% | -21.7% |
| All | -2.5% | +137.4% | -139.9% | -21.7% |
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