+368.8%
SNXX vs QCOM
+18.2%
+350.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.9% | -9.9% | -10.8% |
| 7D | -12.0% | +7.8% | -19.9% | -20.8% |
| 30D | +37.9% | +12.2% | +25.7% | +18.5% |
| 3M | -52.7% | -9.9% | -42.8% | -39.3% |
| 6M | +194.8% | +36.9% | +157.9% | +159.0% |
| All | +368.8% | +18.2% | +350.5% | +291.2% |
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 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