+242.6%
QCOM vs SU
+242.3%
+0.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.9% |
| 7D | +4.3% | +1.7% | +2.6% | +3.8% |
| 30D | -0.1% | -7.9% | +7.8% | +1.9% |
| 3M | +5.2% | +7.5% | -2.3% | +2.5% |
| 6M | -18.4% | +7.2% | -25.6% | -20.9% |
| YTD | +2.4% | +60.9% | -58.5% | -12.7% |
| 1Y | +0.9% | +63.6% | -62.8% | -14.5% |
| 3Y | +48.4% | +128.9% | -80.5% | +12.8% |
| 5Y | +16.6% | +228.3% | -211.7% | -21.6% |
| All | +242.6% | +242.3% | +0.3% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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