+216.5%
QCOM vs SPGI
+333.9%
-117.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +6.1% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | -6.6% | +18.4% | -25.0% | -15.2% |
| 3M | +3.7% | +15.7% | -12.0% | -5.2% |
| 6M | -13.3% | +17.3% | -30.6% | -23.0% |
| YTD | -1.8% | -4.7% | +2.9% | -2.1% |
| 1Y | -2.5% | +1.8% | -4.3% | -7.0% |
| 3Y | +47.0% | +31.7% | +15.3% | +16.2% |
| 5Y | +13.1% | +12.1% | +1.0% | -1.9% |
| All | +216.5% | +333.9% | -117.4% | +34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling