+54.3%
QCOM vs SO
+45.7%
+8.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | 0.0% |
| 7D | +3.3% | -0.2% | +3.5% | +3.3% |
| 30D | +7.7% | -4.6% | +12.3% | +6.8% |
| 3M | -30.1% | -3.0% | -27.0% | -30.5% |
| 6M | +22.8% | -8.3% | +31.1% | +20.9% |
| YTD | +0.2% | +3.5% | -3.3% | +0.9% |
| 1Y | +7.9% | -0.9% | +8.8% | +7.8% |
| All | +54.3% | +45.7% | +8.6% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling