+11.2%
QCOM vs SPG
+74.6%
-63.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.1% |
| 7D | +0.4% | +4.9% | -4.5% | -2.2% |
| 30D | -6.6% | +15.6% | -22.2% | -14.1% |
| 3M | +3.7% | +4.1% | -0.4% | +1.2% |
| 6M | -13.3% | +13.6% | -26.9% | -20.9% |
| YTD | -1.8% | +27.5% | -29.3% | -17.1% |
| 1Y | -2.5% | +32.2% | -34.7% | -19.7% |
| 3Y | +47.0% | +126.0% | -79.0% | -17.4% |
| All | +11.2% | +74.6% | -63.4% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling