+52.1%
QCOM vs SPGI
+30.9%
+21.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.5% |
| 7D | +5.8% | -0.9% | +6.7% | +6.1% |
| 30D | -2.3% | +15.5% | -17.8% | -5.7% |
| 3M | +2.7% | +15.7% | -13.0% | -1.4% |
| 6M | -21.0% | +19.1% | -40.1% | -25.6% |
| YTD | +1.8% | -4.1% | +5.9% | +5.5% |
| 1Y | +2.4% | +1.2% | +1.2% | +3.1% |
| 3Y | +52.1% | +31.6% | +20.6% | +25.7% |
| All | +52.1% | +30.9% | +21.2% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling