+47.0%
QCOM vs SO
+45.4%
+1.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.3% |
| 7D | +0.4% | -1.5% | +1.8% | 0.0% |
| 30D | -6.6% | +8.1% | -14.7% | -4.9% |
| 3M | +3.7% | +0.2% | +3.5% | +3.8% |
| 6M | -13.3% | +0.4% | -13.7% | -13.2% |
| YTD | -1.8% | +8.5% | -10.3% | +0.3% |
| 1Y | -2.5% | +4.9% | -7.4% | -1.1% |
| 3Y | +47.0% | +47.9% | -0.9% | +56.2% |
| All | +47.0% | +45.4% | +1.5% | +56.2% |
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