+39.3%
QCOM vs SN
+384.9%
-345.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.0% | -8.5% | -9.2% |
| 7D | -15.5% | +3.8% | -19.3% | -16.3% |
| 30D | -13.4% | +17.5% | -31.0% | -17.3% |
| 3M | 0.0% | +19.2% | -19.2% | -5.1% |
| 6M | -15.2% | +84.9% | -100.1% | -30.2% |
| YTD | -6.9% | +94.0% | -101.0% | -25.0% |
| 1Y | -11.0% | +151.3% | -162.3% | -34.3% |
| All | +39.3% | +384.9% | -345.7% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling