+151.3%
QCOM vs SGOV
+20.2%
+131.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +5.1% | +0.1% | +5.0% | +5.5% |
| 30D | +4.3% | +0.3% | +4.0% | +6.2% |
| 3M | -19.6% | +0.9% | -20.6% | -15.3% |
| 6M | +29.5% | +1.8% | +27.6% | +43.3% |
| YTD | +3.4% | +2.5% | +0.9% | +18.6% |
| 1Y | +10.9% | +3.8% | +7.1% | +35.5% |
| 3Y | +74.8% | +14.3% | +60.4% | +233.4% |
| 5Y | +36.2% | +20.1% | +16.0% | +391.2% |
| All | +151.3% | +20.2% | +131.1% | +806.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling