+242.6%
QCOM vs SPGI
+333.9%
-91.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.2% |
| 7D | +4.3% | +1.2% | +3.0% | +3.5% |
| 30D | -0.1% | +15.9% | -16.0% | -8.1% |
| 3M | +5.2% | +12.3% | -7.1% | -2.1% |
| 6M | -18.4% | +23.7% | -42.0% | -29.6% |
| YTD | +2.4% | -3.5% | +6.0% | +1.4% |
| 1Y | +0.9% | +0.4% | +0.5% | -2.8% |
| 3Y | +48.4% | +29.9% | +18.5% | +18.5% |
| 5Y | +16.6% | +15.2% | +1.4% | -0.6% |
| All | +242.6% | +333.9% | -91.2% | +44.9% |
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