+5.5%
SMCI vs QCOM
+52.2%
-46.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +0.3% | -11.6% | -11.6% |
| 7D | -0.3% | +13.0% | -13.3% | -9.9% |
| 30D | -30.9% | +0.2% | -31.1% | -31.5% |
| 3M | -28.2% | +9.2% | -37.5% | -34.4% |
| 6M | -17.7% | -15.0% | -2.7% | -8.3% |
| YTD | -7.8% | +5.2% | -13.0% | -19.7% |
| 1Y | -28.8% | +2.4% | -31.2% | -36.2% |
| All | +5.5% | +52.2% | -46.7% | -52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling