+242.6%
QCOM vs SPG
+113.9%
+128.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.4% | -2.6% |
| 7D | +4.3% | +2.0% | +2.3% | +3.7% |
| 30D | -0.1% | +17.2% | -17.3% | -4.8% |
| 3M | +5.2% | +6.3% | -1.1% | +3.2% |
| 6M | -18.4% | +18.7% | -37.0% | -23.0% |
| YTD | +2.4% | +30.1% | -27.7% | -6.4% |
| 1Y | +0.9% | +32.8% | -31.9% | -8.3% |
| 3Y | +48.4% | +133.6% | -85.2% | +13.7% |
| 5Y | +16.6% | +84.4% | -67.8% | -5.9% |
| All | +242.6% | +113.9% | +128.7% | +153.9% |
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