+315.4%
QCOM vs SPMO
+504.7%
-189.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | -2.2% |
| 7D | +2.0% | +1.8% | +0.1% | +0.1% |
| 30D | +1.2% | -10.0% | +11.2% | +13.6% |
| 3M | +9.1% | -9.4% | +18.5% | +21.2% |
| 6M | -25.0% | -7.7% | -17.3% | -17.9% |
| YTD | +4.8% | +13.3% | -8.5% | -7.4% |
| 1Y | +3.6% | +12.7% | -9.1% | -7.9% |
| 3Y | +51.5% | +127.5% | -76.0% | -33.7% |
| 5Y | +19.7% | +119.7% | -99.9% | -45.0% |
| 10Y | +245.8% | +469.5% | -223.7% | -12.6% |
| All | +315.4% | +504.7% | -189.3% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling