+48.9%
QCOM vs SRE
+23.3%
+25.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +5.5% | -8.2% | +13.7% | +6.9% |
| 30D | -1.1% | -3.6% | +2.5% | -0.6% |
| 3M | +7.6% | -6.3% | +13.8% | +8.5% |
| 6M | -20.1% | -13.0% | -7.0% | -18.4% |
| YTD | +3.0% | -9.2% | +12.2% | +4.0% |
| 1Y | +3.2% | -13.1% | +16.4% | +5.2% |
| 3Y | +48.9% | +22.4% | +26.4% | +41.9% |
| All | +48.9% | +23.3% | +25.6% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling