+0.9%
QCOM vs SO
+5.1%
-4.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.2% |
| 7D | +4.3% | +1.4% | +2.9% | +4.7% |
| 30D | -0.1% | +4.7% | -4.8% | +1.3% |
| 3M | +5.2% | +1.7% | +3.5% | +5.7% |
| 6M | -18.4% | +2.2% | -20.5% | -18.4% |
| YTD | +2.4% | +10.0% | -7.6% | +5.1% |
| 1Y | +0.9% | +6.0% | -5.1% | +2.3% |
| All | +0.9% | +5.1% | -4.2% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling