+30.9%
QCOM vs QLD
+121.5%
-90.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -26.1% |
| 6M | +22.8% | +32.2% | -9.4% | +3.6% |
| YTD | +0.2% | +28.9% | -28.7% | -14.4% |
| 1Y | +7.9% | +43.8% | -36.0% | -14.1% |
| 3Y | +55.8% | +176.6% | -120.8% | -19.1% |
| All | +30.9% | +121.5% | -90.7% | -25.3% |
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