+242.6%
QCOM vs SO
+197.2%
+45.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.9% |
| 7D | +4.3% | +1.4% | +2.9% | +3.9% |
| 30D | -0.1% | +4.7% | -4.8% | -1.4% |
| 3M | +5.2% | +1.7% | +3.5% | +4.6% |
| 6M | -18.4% | +2.2% | -20.5% | -19.2% |
| YTD | +2.4% | +10.0% | -7.6% | -1.0% |
| 1Y | +0.9% | +6.0% | -5.1% | -1.5% |
| 3Y | +48.4% | +54.1% | -5.7% | +25.5% |
| 5Y | +16.6% | +79.6% | -63.1% | -7.5% |
| All | +242.6% | +197.2% | +45.5% | +150.0% |
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