+1,253.2%
SMH vs QCOM
+750.4%
+502.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +2.5% | +3.3% | -0.8% | +0.6% |
| 30D | -0.5% | +7.7% | -8.2% | -4.6% |
| 3M | -9.6% | -30.1% | +20.4% | +9.5% |
| 6M | +42.1% | +22.8% | +19.2% | +21.3% |
| YTD | +57.4% | +0.2% | +57.3% | +49.7% |
| 1Y | +96.2% | +7.9% | +88.4% | +78.1% |
| 3Y | +267.9% | +55.8% | +212.1% | +172.2% |
| 5Y | +327.7% | +30.1% | +297.6% | +246.9% |
| 10Y | +1,764.6% | +248.9% | +1,515.7% | +750.7% |
| All | +1,253.2% | +750.4% | +502.8% | +194.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling