+16,818.9%
QCOM vs SPG
+5,256.9%
+11,562.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +3.3% | -2.4% | +5.7% | +4.1% |
| 30D | +7.7% | -6.8% | +14.5% | +10.1% |
| 3M | -30.1% | +2.7% | -32.7% | -31.1% |
| 6M | +22.8% | +5.5% | +17.4% | +19.8% |
| YTD | +0.2% | +15.7% | -15.5% | -5.3% |
| 1Y | +7.9% | +20.9% | -13.0% | +0.4% |
| 3Y | +55.8% | +112.4% | -56.6% | +20.6% |
| 5Y | +30.1% | +101.4% | -71.3% | +2.3% |
| 10Y | +248.9% | +60.6% | +188.3% | +162.3% |
| All | +16,818.9% | +5,256.9% | +11,562.0% | +3,196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling