+1,054.2%
SMH vs QCOM
+774.6%
+279.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.4% |
| 7D | -6.7% | +5.5% | -12.3% | -9.4% |
| 30D | -19.8% | -1.1% | -18.7% | -19.4% |
| 3M | -15.1% | +7.6% | -22.7% | -19.1% |
| 6M | -14.6% | -20.1% | +5.4% | -6.7% |
| YTD | +34.3% | +3.0% | +31.3% | +24.8% |
| 1Y | +35.2% | +3.2% | +32.0% | +25.5% |
| 3Y | +211.7% | +48.9% | +162.8% | +135.0% |
| 5Y | +240.5% | +21.1% | +219.4% | +185.5% |
| 10Y | +1,487.3% | +242.8% | +1,244.6% | +625.4% |
| All | +1,054.2% | +774.6% | +279.6% | +145.0% |
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