+11.2%
QCOM vs SNAP
-90.7%
+101.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.6% | +8.1% | +6.0% |
| 7D | +0.4% | -7.1% | +7.5% | +1.8% |
| 30D | -6.6% | -14.6% | +8.0% | -3.9% |
| 3M | +3.7% | -5.0% | +8.7% | +4.3% |
| 6M | -13.3% | -18.8% | +5.5% | -10.8% |
| YTD | -1.8% | -38.5% | +36.8% | +5.2% |
| 1Y | -2.5% | -38.1% | +35.6% | +4.1% |
| 3Y | +47.0% | -53.8% | +100.7% | +54.7% |
| All | +11.2% | -90.7% | +101.9% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling