+230.9%
QCOM vs SO
+184.0%
+46.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.3% | +3.3% |
| 7D | +5.8% | -1.1% | +6.9% | +6.1% |
| 30D | -2.3% | +8.6% | -10.9% | -4.5% |
| 3M | +2.7% | +1.8% | +0.9% | +2.1% |
| 6M | -21.0% | +3.6% | -24.6% | -22.2% |
| YTD | +1.8% | +9.9% | -8.1% | -1.6% |
| 1Y | +2.4% | +5.7% | -3.3% | +0.1% |
| 3Y | +52.1% | +52.5% | -0.4% | +29.2% |
| 5Y | +14.6% | +77.3% | -62.7% | -8.7% |
| 10Y | +230.9% | +186.8% | +44.1% | +138.6% |
| All | +230.9% | +184.0% | +46.9% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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