+250.3%
QCOM vs QLD
+1,646.9%
-1,396.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +3.3% | +0.6% | +2.8% | +3.0% |
| 30D | +7.7% | -0.1% | +7.8% | +7.7% |
| 3M | -30.1% | -8.4% | -21.7% | -26.3% |
| 6M | +22.8% | +32.2% | -9.4% | +4.7% |
| YTD | +0.2% | +28.9% | -28.7% | -13.6% |
| 1Y | +7.9% | +43.8% | -36.0% | -12.8% |
| 3Y | +55.8% | +176.6% | -120.8% | -15.4% |
| 5Y | +30.1% | +121.6% | -91.5% | -24.8% |
| All | +250.3% | +1,646.9% | -1,396.6% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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