+46,613.4%
QCOM vs SPGI
+14,697.3%
+31,916.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.9% | -7.6% | -8.6% |
| 7D | -15.5% | +2.6% | -18.0% | -16.4% |
| 30D | -13.4% | +19.3% | -32.7% | -20.1% |
| 3M | 0.0% | +15.5% | -15.4% | -6.8% |
| 6M | -15.2% | +18.3% | -33.5% | -23.1% |
| YTD | -6.9% | -3.8% | -3.1% | -7.9% |
| 1Y | -11.0% | +1.3% | -12.3% | -14.1% |
| 3Y | +39.8% | +33.6% | +6.1% | +17.5% |
| 5Y | +7.2% | +13.2% | -6.0% | -2.6% |
| 10Y | +207.7% | +346.3% | -138.6% | +52.1% |
| All | +46,613.4% | +14,697.3% | +31,916.1% | +2,479.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling