+14.1%
QCOM vs SO
+79.0%
-64.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.7% |
| 7D | +4.3% | +1.4% | +2.9% | +4.2% |
| 30D | -0.1% | +4.7% | -4.8% | -0.4% |
| 3M | +5.2% | +1.7% | +3.5% | +5.1% |
| 6M | -18.4% | +2.2% | -20.5% | -18.7% |
| YTD | +2.4% | +10.0% | -7.6% | +1.1% |
| 1Y | +0.9% | +6.0% | -5.1% | 0.0% |
| 3Y | +48.4% | +54.1% | -5.7% | +31.4% |
| All | +14.1% | +79.0% | -64.9% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling