+48.9%
QCOM vs SNAP
-54.3%
+103.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | +5.5% | -10.6% | +16.1% | +8.2% |
| 30D | -1.1% | -19.7% | +18.6% | +3.5% |
| 3M | +7.6% | -6.5% | +14.1% | +8.8% |
| 6M | -20.1% | -17.8% | -2.3% | -17.6% |
| YTD | +3.0% | -38.0% | +41.1% | +11.3% |
| 1Y | +3.2% | -42.5% | +45.7% | +13.0% |
| 3Y | +48.9% | -55.8% | +104.7% | +48.0% |
| All | +48.9% | -54.3% | +103.2% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling