-13.3%
QCOM vs SPOT
+44.1%
-57.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +5.4% |
| 7D | +0.4% | +1.6% | -1.2% | +0.6% |
| 30D | -6.6% | +17.6% | -24.2% | -5.2% |
| 3M | +3.7% | +26.9% | -23.2% | +5.9% |
| 6M | -13.3% | +41.8% | -55.1% | -13.5% |
| All | -13.3% | +44.1% | -57.4% | -13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling