+74.8%
QCOM vs SPXS
-80.2%
+155.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.5% | +4.1% |
| 7D | +5.1% | -1.5% | +6.6% | +4.1% |
| 30D | +4.3% | +3.7% | +0.6% | +6.6% |
| 3M | -19.6% | -9.6% | -10.0% | -22.5% |
| 6M | +29.5% | -32.4% | +61.9% | +9.6% |
| YTD | +3.4% | -28.7% | +32.0% | -9.0% |
| 1Y | +10.9% | -38.1% | +49.0% | -7.9% |
| 3Y | +74.8% | -80.1% | +154.9% | -1.6% |
| All | +74.8% | -80.2% | +155.0% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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