+2,502.1%
SOXX vs QCOM
+827.4%
+1,674.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.9% |
| 7D | +3.0% | +4.9% | -1.9% | 0.0% |
| 30D | -3.1% | +9.3% | -12.5% | -8.4% |
| 3M | -4.4% | -7.0% | +2.6% | -0.1% |
| 6M | +52.9% | +32.0% | +20.9% | +23.5% |
| YTD | +72.0% | +5.0% | +67.0% | +59.2% |
| 1Y | +105.1% | +13.6% | +91.5% | +79.8% |
| 3Y | +220.6% | +77.6% | +143.0% | +114.2% |
| 5Y | +244.8% | +38.2% | +206.6% | +165.3% |
| 10Y | +1,537.1% | +282.8% | +1,254.3% | +547.0% |
| All | +2,502.1% | +827.4% | +1,674.7% | +365.9% |
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