+199.9%
QCOM vs SWKS
+31.5%
+168.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.1% | -7.4% | -8.2% |
| 7D | -15.5% | -9.2% | -6.3% | -10.1% |
| 30D | -13.4% | -1.9% | -11.5% | -12.5% |
| 3M | 0.0% | +21.2% | -21.2% | -13.4% |
| 6M | -15.2% | +12.9% | -28.1% | -23.3% |
| YTD | -6.9% | +30.7% | -37.7% | -23.8% |
| 1Y | -11.0% | +14.1% | -25.1% | -20.6% |
| 3Y | +39.8% | -1.7% | +41.4% | +27.7% |
| 5Y | +7.2% | -43.0% | +50.2% | +37.6% |
| All | +199.9% | +31.5% | +168.4% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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