+21.1%
QCOM vs SPMO
+111.1%
-90.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.4% |
| 7D | +5.5% | -2.6% | +8.2% | +9.1% |
| 30D | -1.1% | -14.2% | +13.1% | +19.5% |
| 3M | +7.6% | -12.7% | +20.3% | +26.8% |
| 6M | -20.1% | -9.6% | -10.5% | -9.5% |
| YTD | +3.0% | +9.3% | -6.3% | -7.4% |
| 1Y | +3.2% | +8.2% | -5.0% | -6.2% |
| 3Y | +48.9% | +119.4% | -70.5% | -44.7% |
| 5Y | +21.1% | +112.5% | -91.4% | -51.7% |
| All | +21.1% | +111.1% | -90.0% | -51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling