+244.8%
SOXX vs QCOM
+37.8%
+207.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.9% |
| 7D | +3.0% | +4.9% | -1.9% | -0.4% |
| 30D | -3.1% | +9.3% | -12.5% | -9.1% |
| 3M | -4.4% | -7.0% | +2.6% | +0.4% |
| 6M | +52.9% | +32.0% | +20.9% | +17.4% |
| YTD | +72.0% | +5.0% | +67.0% | +55.6% |
| 1Y | +105.1% | +13.6% | +91.5% | +73.0% |
| 3Y | +220.6% | +77.6% | +143.0% | +90.3% |
| 5Y | +244.8% | +38.2% | +206.6% | +161.1% |
| All | +244.8% | +37.8% | +207.0% | +161.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling