+37.0%
QCOM vs SN
+490.7%
-453.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +3.3% | -9.3% | +12.7% | +5.9% |
| 30D | +7.7% | -4.8% | +12.5% | +9.0% |
| 3M | -30.1% | +40.4% | -70.5% | -36.5% |
| 6M | +22.8% | +50.9% | -28.1% | +8.8% |
| YTD | +0.2% | +54.9% | -54.7% | -12.1% |
| 1Y | +7.9% | +43.0% | -35.2% | -3.7% |
| 3Y | +55.8% | +391.8% | -336.0% | +7.8% |
| All | +37.0% | +490.7% | -453.7% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling