+74.8%
QCOM vs SPMO
+161.5%
-86.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +2.6% |
| 7D | +5.1% | +3.4% | +1.7% | +1.0% |
| 30D | +4.3% | +0.5% | +3.8% | +3.4% |
| 3M | -19.6% | +1.9% | -21.5% | -21.6% |
| 6M | +29.5% | +27.8% | +1.7% | -2.3% |
| YTD | +3.4% | +26.7% | -23.3% | -21.3% |
| 1Y | +10.9% | +28.9% | -18.0% | -17.2% |
| 3Y | +74.8% | +160.7% | -85.9% | -40.3% |
| All | +74.8% | +161.5% | -86.8% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling