+7.2%
QCOM vs QLD
+61.4%
-54.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -12.7% | +3.2% | -1.3% |
| 7D | -15.5% | -18.6% | +3.1% | -3.4% |
| 30D | -13.4% | -28.3% | +14.9% | +7.0% |
| 3M | 0.0% | -20.4% | +20.4% | +15.7% |
| 6M | -15.2% | -14.3% | -0.9% | -5.9% |
| YTD | -6.9% | +2.8% | -9.7% | -8.1% |
| 1Y | -11.0% | -1.2% | -9.7% | -10.2% |
| 3Y | +39.8% | +135.3% | -95.6% | -18.9% |
| 5Y | +7.2% | +62.6% | -55.4% | -24.5% |
| All | +7.2% | +61.4% | -54.2% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling