+242.8%
QCOM vs SO
+188.2%
+54.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +5.5% | -0.1% | +5.6% | +5.5% |
| 30D | -1.1% | +8.7% | -9.8% | -3.4% |
| 3M | +7.6% | +3.4% | +4.2% | +6.5% |
| 6M | -20.1% | +3.7% | -23.8% | -21.2% |
| YTD | +3.0% | +10.0% | -7.0% | -0.4% |
| 1Y | +3.2% | +6.6% | -3.3% | +0.6% |
| 3Y | +48.9% | +52.5% | -3.6% | +26.5% |
| 5Y | +21.1% | +76.1% | -55.0% | -3.3% |
| 10Y | +242.8% | +194.9% | +47.9% | +149.9% |
| All | +242.8% | +188.2% | +54.6% | +149.9% |
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