+48.9%
QCOM vs SPMO
+122.8%
-73.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.4% |
| 7D | +5.5% | -2.6% | +8.2% | +9.0% |
| 30D | -1.1% | -14.2% | +13.1% | +18.8% |
| 3M | +7.6% | -12.7% | +20.3% | +26.2% |
| 6M | -20.1% | -9.6% | -10.5% | -9.7% |
| YTD | +3.0% | +9.3% | -6.3% | -6.6% |
| 1Y | +3.2% | +8.2% | -5.0% | -5.3% |
| 3Y | +48.9% | +119.4% | -70.5% | -36.5% |
| All | +48.9% | +122.8% | -73.9% | -36.5% |
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