+7,990.8%
QCOM vs SRE
+1,525.5%
+6,465.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +3.3% | -0.3% | +3.7% | +3.3% |
| 30D | +7.7% | -0.7% | +8.4% | +7.7% |
| 3M | -30.1% | -6.3% | -23.7% | -28.9% |
| 6M | +22.8% | -10.7% | +33.5% | +26.8% |
| YTD | +0.2% | -3.5% | +3.7% | +0.5% |
| 1Y | +7.9% | +5.3% | +2.6% | +5.0% |
| 3Y | +55.8% | +31.8% | +24.0% | +37.0% |
| 5Y | +30.1% | +47.4% | -17.3% | +9.3% |
| 10Y | +248.9% | +120.6% | +128.3% | +143.8% |
| All | +7,990.8% | +1,525.5% | +6,465.3% | +3,414.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling