+47.0%
QCOM vs SPOT
+255.6%
-208.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +5.8% |
| 7D | +0.4% | +1.6% | -1.2% | +0.2% |
| 30D | -6.6% | +17.6% | -24.2% | -9.5% |
| 3M | +3.7% | +26.9% | -23.2% | -1.3% |
| 6M | -13.3% | +41.8% | -55.1% | -20.0% |
| YTD | -1.8% | +3.8% | -5.6% | -3.4% |
| 1Y | -2.5% | -2.5% | -0.1% | -2.6% |
| 3Y | +47.0% | +260.6% | -213.6% | +13.9% |
| All | +47.0% | +255.6% | -208.6% | +13.9% |
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