+2.3%
QCOM vs SPGI
+3.2%
-0.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.4% | +2.0% | +5.4% |
| 7D | -5.3% | +7.2% | -12.5% | -5.3% |
| 30D | -4.2% | +23.2% | -27.4% | -4.0% |
| 3M | +7.0% | +17.0% | -10.0% | +6.9% |
| 6M | +3.8% | +20.4% | -16.6% | +3.7% |
| YTD | +2.8% | -1.9% | +4.7% | +10.0% |
| 1Y | +2.3% | +2.9% | -0.6% | +9.2% |
| All | +2.3% | +3.2% | -0.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling