+19.9%
QCOM vs FIG
-77.2%
+97.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.5% | +3.5% |
| 7D | +5.8% | -12.6% | +18.4% | +6.7% |
| 30D | -2.3% | -13.8% | +11.5% | -1.5% |
| 3M | +2.7% | -16.7% | +19.4% | +3.5% |
| 6M | -21.0% | -6.1% | -14.9% | -21.7% |
| YTD | +1.8% | -48.1% | +49.9% | +5.0% |
| 1Y | +2.4% | -56.2% | +58.6% | +6.6% |
| All | +19.9% | -77.2% | +97.1% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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