+3.2%
QCOM vs SPOT
-2.2%
+5.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | +5.5% | +1.0% | +4.5% | +5.5% |
| 30D | -1.1% | +14.6% | -15.7% | -1.5% |
| 3M | +7.6% | +18.4% | -10.9% | +7.0% |
| 6M | -20.1% | +45.1% | -65.2% | -22.1% |
| YTD | +3.0% | +4.4% | -1.4% | +4.8% |
| 1Y | +3.2% | -2.7% | +5.9% | +6.5% |
| All | +3.2% | -2.2% | +5.5% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 1y: compounded portfolio wealth divided by compounded SPOT 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…
1y analysis · Full analysis span regression · 6 months rolling