+772.5%
QCOM vs SPXS
-100.0%
+872.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.6% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | +7.7% | +0.8% | +6.9% | +8.2% |
| 3M | -30.1% | -4.7% | -25.3% | -30.0% |
| 6M | +22.8% | -29.6% | +52.5% | +10.7% |
| YTD | +0.2% | -29.8% | +30.0% | -9.2% |
| 1Y | +7.9% | -38.9% | +46.8% | -6.1% |
| 3Y | +55.8% | -79.6% | +135.4% | +3.2% |
| 5Y | +30.1% | -85.9% | +116.0% | -7.8% |
| 10Y | +248.9% | -99.5% | +348.4% | +14.9% |
| All | +772.5% | -100.0% | +872.5% | -12.6% |
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 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