+46,613.4%
QCOM vs SO
+4,816.9%
+41,796.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.2% | -9.7% | -9.6% |
| 7D | -15.5% | +0.4% | -15.8% | -15.6% |
| 30D | -13.4% | +9.2% | -22.7% | -15.7% |
| 3M | 0.0% | +1.1% | -1.0% | -0.5% |
| 6M | -15.2% | -1.1% | -14.2% | -15.5% |
| YTD | -6.9% | +9.7% | -16.6% | -10.1% |
| 1Y | -11.0% | +5.5% | -16.4% | -13.1% |
| 3Y | +39.8% | +47.0% | -7.3% | +21.4% |
| 5Y | +7.2% | +77.6% | -70.4% | -12.9% |
| 10Y | +207.7% | +181.0% | +26.7% | +113.5% |
| All | +46,613.4% | +4,816.9% | +41,796.5% | +11,927.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling