+303.3%
QCOM vs SNAP
-77.7%
+381.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.8% | -5.0% | +0.6% |
| 7D | +2.0% | -9.8% | +11.7% | +3.7% |
| 30D | +1.2% | -18.2% | +19.5% | +4.6% |
| 3M | +9.1% | -3.1% | +12.2% | +9.3% |
| 6M | -25.0% | -7.1% | -17.9% | -24.6% |
| YTD | +4.8% | -33.8% | +38.7% | +10.2% |
| 1Y | +3.6% | -39.0% | +42.6% | +10.2% |
| 3Y | +51.5% | -52.8% | +104.3% | +58.6% |
| 5Y | +19.7% | -90.0% | +109.7% | +41.4% |
| All | +303.3% | -77.7% | +381.1% | +269.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling