-2.5%
QCOM vs SWKS
+15.3%
-17.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.3% | +4.8% |
| 7D | +0.4% | -6.2% | +6.5% | +4.3% |
| 30D | -6.6% | -1.5% | -5.1% | -5.8% |
| 3M | +3.7% | +23.0% | -19.3% | -12.2% |
| 6M | -13.3% | +27.6% | -40.9% | -26.2% |
| YTD | -1.8% | +32.3% | -34.1% | -19.6% |
| 1Y | -2.5% | +20.1% | -22.6% | -14.5% |
| All | -2.5% | +15.3% | -17.8% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling