+263.7%
QCOM vs SYY
+94.9%
+168.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.4% | +3.3% |
| 7D | +5.1% | -2.8% | +7.8% | +6.0% |
| 30D | +4.3% | -5.3% | +9.6% | +6.2% |
| 3M | -19.6% | +5.1% | -24.7% | -21.5% |
| 6M | +29.5% | -5.0% | +34.5% | +30.2% |
| YTD | +3.4% | +10.7% | -7.3% | -2.2% |
| 1Y | +10.9% | +0.7% | +10.2% | +8.5% |
| 3Y | +74.8% | +24.0% | +50.7% | +55.7% |
| 5Y | +36.2% | +19.3% | +16.9% | +24.0% |
| 10Y | +263.7% | +96.4% | +167.3% | +168.1% |
| All | +263.7% | +94.9% | +168.9% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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