+230.9%
QCOM vs SPXU
-99.5%
+330.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.0% | +10.7% | +0.4% |
| 7D | +5.8% | -1.5% | +7.3% | +6.3% |
| 30D | -2.3% | +9.7% | -12.0% | +3.8% |
| 3M | +2.7% | +8.4% | -5.7% | +9.2% |
| 6M | -21.0% | -5.7% | -15.3% | -19.4% |
| YTD | +1.8% | -25.4% | +27.3% | -4.5% |
| 1Y | +2.4% | -28.9% | +31.3% | -5.4% |
| 3Y | +52.1% | -81.2% | +133.3% | -8.0% |
| 5Y | +14.6% | -83.3% | +97.9% | -17.1% |
| 10Y | +230.9% | -99.5% | +330.4% | -16.0% |
| All | +230.9% | -99.5% | +330.4% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling