+54.3%
QCOM vs SWKS
-25.5%
+79.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -2.0% |
| 7D | +3.3% | +12.5% | -9.2% | -4.0% |
| 30D | +7.7% | +10.5% | -2.8% | +1.1% |
| 3M | -30.1% | -7.4% | -22.7% | -26.9% |
| 6M | +22.8% | +32.7% | -9.8% | +5.2% |
| YTD | +0.2% | +19.2% | -19.0% | -9.9% |
| 1Y | +7.9% | +2.4% | +5.5% | +5.1% |
| All | +54.3% | -25.5% | +79.7% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling