+230.9%
QCOM vs SNPS
+702.6%
-471.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +1.6% |
| 7D | +5.8% | +0.2% | +5.6% | +5.9% |
| 30D | -2.3% | -8.4% | +6.1% | +2.7% |
| 3M | +2.7% | +12.3% | -9.5% | -5.4% |
| 6M | -21.0% | -9.6% | -11.4% | -18.3% |
| YTD | +1.8% | -0.6% | +2.4% | -1.7% |
| 1Y | +2.4% | +18.7% | -16.3% | -11.1% |
| 3Y | +52.1% | -7.6% | +59.7% | +30.5% |
| 5Y | +14.6% | +34.1% | -19.4% | -26.6% |
| 10Y | +230.9% | +691.2% | -460.3% | -36.3% |
| All | +230.9% | +702.6% | -471.8% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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