+285.4%
QCOM vs SNAP
-77.2%
+362.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.7% |
| 7D | +3.3% | +0.7% | +2.6% | +3.2% |
| 30D | +7.7% | +2.6% | +5.1% | +7.0% |
| 3M | -30.1% | -9.9% | -20.2% | -29.3% |
| 6M | +22.8% | +1.9% | +21.0% | +21.0% |
| YTD | +0.2% | -32.2% | +32.4% | +5.0% |
| 1Y | +7.9% | -22.8% | +30.7% | +10.3% |
| 3Y | +55.8% | -47.6% | +103.4% | +60.4% |
| 5Y | +30.1% | -92.7% | +122.8% | +59.1% |
| All | +285.4% | -77.2% | +362.7% | +251.9% |
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