+250.3%
QCOM vs SWKS
+23.7%
+226.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -2.1% |
| 7D | +3.3% | +12.5% | -9.2% | -4.3% |
| 30D | +7.7% | +10.5% | -2.8% | +0.8% |
| 3M | -30.1% | -7.4% | -22.7% | -26.8% |
| 6M | +22.8% | +32.7% | -9.8% | +3.0% |
| YTD | +0.2% | +19.2% | -19.0% | -11.3% |
| 1Y | +7.9% | +2.4% | +5.5% | +4.5% |
| 3Y | +55.8% | -25.6% | +81.4% | +74.0% |
| 5Y | +30.1% | -53.4% | +83.5% | +91.4% |
| All | +250.3% | +23.7% | +226.6% | +207.5% |
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