+245.8%
QCOM vs SPGI
+337.7%
-91.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.5% |
| 7D | +2.0% | -1.4% | +3.3% | +2.8% |
| 30D | +1.2% | +15.3% | -14.0% | -6.6% |
| 3M | +9.1% | +16.5% | -7.4% | -0.6% |
| 6M | -25.0% | +19.8% | -44.8% | -34.1% |
| YTD | +4.8% | -3.2% | +8.1% | +3.7% |
| 1Y | +3.6% | +1.8% | +1.8% | -1.0% |
| 3Y | +51.5% | +30.6% | +20.9% | +20.6% |
| 5Y | +19.7% | +16.0% | +3.7% | +1.7% |
| 10Y | +245.8% | +338.6% | -92.8% | +47.9% |
| All | +245.8% | +337.7% | -91.9% | +47.9% |
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