-13.3%
QCOM vs SPXS
-2.5%
-10.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.4% | +4.8% |
| 7D | +0.4% | +7.5% | -7.1% | +8.3% |
| 30D | -6.6% | +17.5% | -24.1% | +10.2% |
| 3M | +3.7% | +14.7% | -11.0% | +20.9% |
| 6M | -13.3% | -0.1% | -13.2% | -3.0% |
| All | -13.3% | -2.5% | -10.8% | -3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling