+162.7%
QCOM vs SGOV
+20.3%
+142.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +3.0% |
| 7D | +7.8% | 0.0% | +7.8% | +8.2% |
| 30D | +12.2% | +0.3% | +11.9% | +14.2% |
| 3M | -9.9% | +0.9% | -10.8% | -5.0% |
| 6M | +36.9% | +1.8% | +35.1% | +51.7% |
| YTD | +8.0% | +2.5% | +5.5% | +24.3% |
| 1Y | +15.0% | +3.8% | +11.2% | +40.6% |
| 3Y | +75.8% | +14.4% | +61.5% | +235.8% |
| 5Y | +42.2% | +20.2% | +22.0% | +414.4% |
| All | +162.7% | +20.3% | +142.4% | +849.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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