-16.0%
SMCI vs QCOM
-19.7%
+3.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +1.5% |
| 7D | -6.6% | +4.3% | -10.8% | -9.5% |
| 30D | -24.9% | -0.1% | -24.8% | -25.4% |
| 3M | -31.4% | +5.2% | -36.6% | -35.2% |
| 6M | -16.0% | -18.4% | +2.3% | -4.1% |
| All | -16.0% | -19.7% | +3.6% | -4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling