+1,643.5%
SMCI vs QCOM
+284.7%
+1,358.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -1.3% | +4.9% | -6.2% | -4.1% |
| 30D | +18.3% | +9.3% | +9.0% | +12.2% |
| 3M | +27.7% | -7.0% | +34.7% | +33.0% |
| 6M | +17.6% | +32.0% | -14.4% | -2.0% |
| YTD | +27.7% | +5.0% | +22.7% | +21.6% |
| 1Y | -14.9% | +13.6% | -28.5% | -22.8% |
| 3Y | +33.2% | +77.6% | -44.4% | +1.6% |
| 5Y | +921.6% | +38.2% | +883.4% | +764.1% |
| All | +1,643.5% | +284.7% | +1,358.8% | +937.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded QCOM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling