+50,186.6%
QCOM vs SPGI
+13,792.1%
+36,394.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.8% |
| 7D | +3.3% | +0.1% | +3.2% | +3.1% |
| 30D | +7.7% | +8.4% | -0.7% | +3.6% |
| 3M | -30.1% | +11.8% | -41.9% | -34.5% |
| 6M | +22.8% | +5.7% | +17.1% | +17.4% |
| YTD | +0.2% | -9.7% | +9.9% | +2.3% |
| 1Y | +7.9% | -12.5% | +20.3% | +11.2% |
| 3Y | +55.8% | +21.8% | +34.0% | +37.0% |
| 5Y | +30.1% | +8.2% | +21.9% | +20.8% |
| 10Y | +248.9% | +309.5% | -60.6% | +79.6% |
| All | +50,186.6% | +13,792.1% | +36,394.5% | +2,765.2% |
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