+281.8%
QCOM vs SPMO
+526.3%
-244.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +4.4% | +2.7% | +1.6% | +1.4% |
| 30D | +9.4% | +1.1% | +8.3% | +7.9% |
| 3M | -13.7% | +2.0% | -15.7% | -15.7% |
| 6M | +28.9% | +26.5% | +2.4% | +0.6% |
| YTD | +4.7% | +26.5% | -21.8% | -18.3% |
| 1Y | +13.5% | +27.9% | -14.4% | -12.4% |
| 3Y | +77.1% | +160.4% | -83.3% | -34.5% |
| 5Y | +38.9% | +151.5% | -112.6% | -46.0% |
| 10Y | +281.8% | +526.3% | -244.6% | -14.8% |
| All | +281.8% | +526.3% | -244.6% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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