+263.7%
QCOM vs SRE
+121.7%
+142.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.7% |
| 7D | +5.1% | +1.4% | +3.6% | +4.6% |
| 30D | +4.3% | +1.9% | +2.4% | +3.5% |
| 3M | -19.6% | -3.3% | -16.3% | -19.1% |
| 6M | +29.5% | -6.4% | +35.9% | +31.3% |
| YTD | +3.4% | -1.8% | +5.2% | +3.2% |
| 1Y | +10.9% | +10.7% | +0.2% | +6.6% |
| 3Y | +74.8% | +31.8% | +43.0% | +54.7% |
| 5Y | +36.2% | +49.2% | -13.0% | +15.3% |
| 10Y | +263.7% | +118.5% | +145.2% | +177.0% |
| All | +263.7% | +121.7% | +142.1% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling