+251.9%
QCOM vs SPG
+114.5%
+137.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +13.0% | +3.1% | +9.9% | +12.0% |
| 30D | +0.2% | +16.4% | -16.3% | -4.3% |
| 3M | +9.2% | +7.1% | +2.2% | +6.9% |
| 6M | -15.0% | +16.1% | -31.1% | -19.3% |
| YTD | +5.2% | +30.4% | -25.3% | -3.9% |
| 1Y | +2.4% | +33.0% | -30.6% | -7.1% |
| 3Y | +52.0% | +134.6% | -82.7% | +16.3% |
| 5Y | +19.7% | +84.9% | -65.2% | -3.4% |
| All | +251.9% | +114.5% | +137.4% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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