+1,475.7%
SMH vs QCOM
+235.1%
+1,240.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.3% | -1.4% |
| 7D | +4.9% | +4.3% | +0.6% | +2.4% |
| 30D | -13.8% | -0.1% | -13.7% | -13.8% |
| 3M | -17.4% | +5.2% | -22.6% | -20.8% |
| 6M | -15.0% | -18.4% | +3.4% | -7.0% |
| YTD | +35.2% | +2.4% | +32.8% | +23.9% |
| 1Y | +41.6% | +0.9% | +40.7% | +31.0% |
| 3Y | +215.6% | +48.4% | +167.2% | +125.0% |
| 5Y | +233.2% | +16.6% | +216.6% | +170.9% |
| All | +1,475.7% | +235.1% | +1,240.6% | +606.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling