+282.9%
QCOM vs SU
+267.2%
+15.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +7.8% | +2.2% | +5.6% | +7.2% |
| 30D | +12.2% | +8.4% | +3.8% | +9.6% |
| 3M | -9.9% | +12.1% | -21.9% | -13.3% |
| 6M | +36.9% | +19.7% | +17.3% | +28.5% |
| YTD | +8.0% | +58.4% | -50.4% | -7.1% |
| 1Y | +15.0% | +67.2% | -52.2% | -2.8% |
| 3Y | +75.8% | +125.0% | -49.2% | +34.6% |
| 5Y | +42.2% | +355.1% | -312.9% | -12.7% |
| All | +282.9% | +267.2% | +15.7% | +148.4% |
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