+51.9%
QCOM vs SPOT
+258.3%
-206.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +2.0% | -3.0% | +4.9% | +2.5% |
| 30D | +1.2% | +15.2% | -14.0% | -1.5% |
| 3M | +9.1% | +21.6% | -12.5% | +4.8% |
| 6M | -25.0% | +45.2% | -70.2% | -31.1% |
| YTD | +4.8% | +4.9% | -0.1% | +3.0% |
| 1Y | +3.6% | -4.8% | +8.4% | +4.3% |
| All | +51.9% | +258.3% | -206.4% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling