+213.6%
SMH vs QCOM
+46.9%
+166.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.5% | -1.9% | +0.4% |
| 7D | -11.2% | +0.4% | -11.6% | -11.3% |
| 30D | -25.8% | -6.6% | -19.2% | -22.8% |
| 3M | -18.8% | +3.7% | -22.5% | -21.5% |
| 6M | -15.6% | -13.3% | -2.3% | -12.8% |
| YTD | +28.8% | -1.8% | +30.6% | +20.2% |
| 1Y | +32.6% | -2.5% | +35.1% | +24.3% |
| 3Y | +213.6% | +47.0% | +166.7% | +103.2% |
| All | +213.6% | +46.9% | +166.7% | +103.2% |
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