+258.1%
QCOM vs SNAP
-78.8%
+336.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -14.0% | +4.5% | -7.2% |
| 7D | -15.5% | -10.4% | -5.1% | -13.8% |
| 30D | -13.4% | -11.9% | -1.5% | -11.6% |
| 3M | 0.0% | -4.5% | +4.5% | +0.5% |
| 6M | -15.2% | -16.7% | +1.5% | -13.3% |
| YTD | -6.9% | -36.9% | +30.0% | -1.4% |
| 1Y | -11.0% | -30.3% | +19.3% | -7.3% |
| 3Y | +39.8% | -52.5% | +92.3% | +46.3% |
| 5Y | +7.2% | -90.4% | +97.6% | +27.6% |
| All | +258.1% | -78.8% | +336.8% | +230.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling