+16,485.0%
QCOM vs SPG
+5,805.1%
+10,679.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.3% |
| 7D | +0.4% | +4.9% | -4.5% | -1.1% |
| 30D | -6.6% | +15.6% | -22.2% | -10.9% |
| 3M | +3.7% | +4.1% | -0.4% | +2.2% |
| 6M | -13.3% | +13.6% | -26.9% | -17.5% |
| YTD | -1.8% | +27.5% | -29.3% | -10.1% |
| 1Y | -2.5% | +32.2% | -34.7% | -11.9% |
| 3Y | +47.0% | +126.0% | -79.0% | +11.4% |
| 5Y | +13.1% | +74.7% | -61.6% | -7.3% |
| 10Y | +224.7% | +112.8% | +111.8% | +122.5% |
| All | +16,485.0% | +5,805.1% | +10,679.9% | +3,028.2% |
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