+281.9%
QCOM vs SPOT
+227.0%
+55.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +1.0% |
| 7D | +3.3% | -0.9% | +4.3% | +3.6% |
| 30D | +7.7% | +12.5% | -4.8% | +3.8% |
| 3M | -30.1% | +9.9% | -40.0% | -32.5% |
| 6M | +22.8% | +1.6% | +21.3% | +20.0% |
| YTD | +0.2% | -6.6% | +6.8% | -0.4% |
| 1Y | +7.9% | -22.9% | +30.8% | +13.3% |
| 3Y | +55.8% | +244.3% | -188.4% | -2.1% |
| 5Y | +30.1% | +117.8% | -87.7% | -13.5% |
| All | +281.9% | +227.0% | +55.0% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling