+70.9%
QCOM vs SGOV
+14.4%
+56.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +4.9% | +0.1% | +4.9% | +5.2% |
| 30D | +9.3% | +0.3% | +9.0% | +10.2% |
| 3M | -7.0% | +0.9% | -7.9% | -5.0% |
| 6M | +32.0% | +1.8% | +30.2% | +36.9% |
| YTD | +5.0% | +2.5% | +2.5% | +9.5% |
| 1Y | +13.6% | +3.8% | +9.8% | +18.9% |
| All | +70.9% | +14.4% | +56.6% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling