+813.0%
QCOM vs SPXS
-100.0%
+913.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.7% | +0.2% |
| 7D | +2.0% | +1.5% | +0.5% | +3.5% |
| 30D | +1.2% | +6.3% | -5.1% | +5.5% |
| 3M | +9.1% | +4.2% | +4.9% | +13.4% |
| 6M | -25.0% | -7.9% | -17.1% | -24.3% |
| YTD | +4.8% | -27.5% | +32.3% | -1.7% |
| 1Y | +3.6% | -27.0% | +30.6% | -2.2% |
| 3Y | +51.5% | -80.5% | +132.0% | -0.3% |
| 5Y | +19.7% | -84.0% | +103.7% | -9.8% |
| 10Y | +245.8% | -99.5% | +345.3% | +17.3% |
| All | +813.0% | -100.0% | +913.0% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling