+1,537.1%
SOXX vs QCOM
+295.7%
+1,241.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | 0.0% |
| 7D | +1.4% | +7.8% | -6.5% | -3.5% |
| 30D | -3.6% | +12.2% | -15.8% | -10.6% |
| 3M | -10.2% | -9.9% | -0.3% | -4.1% |
| 6M | +54.2% | +36.9% | +17.3% | +19.3% |
| YTD | +75.2% | +8.0% | +67.2% | +57.7% |
| 1Y | +107.5% | +15.0% | +92.5% | +78.0% |
| 3Y | +226.8% | +75.8% | +150.9% | +111.8% |
| 5Y | +251.2% | +42.2% | +209.0% | +157.5% |
| All | +1,537.1% | +295.7% | +1,241.4% | +589.4% |
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