+7.9%
QCOM vs QLD
+46.1%
-38.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +3.3% | +0.6% | +2.8% | +2.9% |
| 30D | +7.7% | -0.1% | +7.8% | +7.7% |
| 3M | -30.1% | -8.4% | -21.7% | -25.2% |
| 6M | +22.8% | +32.2% | -9.4% | +5.9% |
| YTD | +0.2% | +28.9% | -28.7% | -12.6% |
| 1Y | +7.9% | +43.8% | -36.0% | -7.4% |
| All | +7.9% | +46.1% | -38.2% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling