+250.3%
QCOM vs SO
+156.1%
+94.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +3.3% | -0.2% | +3.5% | +3.4% |
| 30D | +7.7% | -4.6% | +12.3% | +9.0% |
| 3M | -30.1% | -3.0% | -27.0% | -29.8% |
| 6M | +22.8% | -8.3% | +31.1% | +25.2% |
| YTD | +0.2% | +3.5% | -3.3% | -1.5% |
| 1Y | +7.9% | -0.9% | +8.8% | +7.1% |
| 3Y | +55.8% | +45.4% | +10.5% | +33.8% |
| 5Y | +30.1% | +59.6% | -29.5% | +7.0% |
| All | +250.3% | +156.1% | +94.3% | +161.3% |
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