+7.9%
QCOM vs SNAP
-24.3%
+32.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.0% |
| 7D | +3.3% | +0.7% | +2.6% | +3.1% |
| 30D | +7.7% | +2.6% | +5.1% | +6.6% |
| 3M | -30.1% | -9.9% | -20.2% | -28.7% |
| 6M | +22.8% | +1.9% | +21.0% | +21.9% |
| YTD | +0.2% | -32.2% | +32.4% | +9.7% |
| 1Y | +7.9% | -22.8% | +30.7% | +19.0% |
| All | +7.9% | -24.3% | +32.2% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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