+2.0%
QCOM vs SPGI
+1.8%
+0.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.7% |
| 7D | +5.8% | -0.9% | +6.7% | +5.8% |
| 30D | -2.3% | +15.5% | -17.8% | -2.1% |
| 3M | +2.7% | +15.7% | -13.0% | +2.6% |
| 6M | -21.0% | +19.1% | -40.1% | -21.2% |
| YTD | +1.8% | -4.1% | +5.9% | +9.0% |
| All | +2.0% | +1.8% | +0.2% | +8.9% |
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 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