+21.1%
QCOM vs SRE
+46.2%
-25.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +5.5% | -8.2% | +13.7% | +7.9% |
| 30D | -1.1% | -3.6% | +2.5% | -0.2% |
| 3M | +7.6% | -6.3% | +13.8% | +9.1% |
| 6M | -20.1% | -13.0% | -7.0% | -17.4% |
| YTD | +3.0% | -9.2% | +12.2% | +4.8% |
| 1Y | +3.2% | -13.1% | +16.4% | +6.4% |
| 3Y | +48.9% | +22.4% | +26.4% | +30.9% |
| 5Y | +21.1% | +47.1% | -26.1% | -3.8% |
| All | +21.1% | +46.2% | -25.2% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling