+1,803.3%
SMH vs QCOM
+267.6%
+1,535.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | -0.8% |
| 7D | +5.2% | +5.1% | +0.2% | +2.1% |
| 30D | -1.5% | +4.3% | -5.8% | -4.1% |
| 3M | -4.1% | -19.6% | +15.5% | +8.8% |
| 6M | +50.8% | +29.5% | +21.3% | +20.8% |
| YTD | +59.3% | +3.4% | +55.9% | +46.6% |
| 1Y | +94.1% | +10.9% | +83.2% | +69.2% |
| 3Y | +286.7% | +74.8% | +211.9% | +151.1% |
| 5Y | +339.4% | +36.2% | +303.2% | +228.7% |
| 10Y | +1,803.3% | +263.7% | +1,539.5% | +731.4% |
| All | +1,803.3% | +267.6% | +1,535.7% | +731.4% |
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 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