+48.4%
QCOM vs SPXU
-80.6%
+129.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.9% | -1.9% |
| 7D | +4.3% | -7.6% | +11.8% | -0.3% |
| 30D | -0.1% | +5.3% | -5.4% | +5.3% |
| 3M | +5.2% | +9.6% | -4.4% | +14.3% |
| 6M | -18.4% | -4.5% | -13.8% | -15.9% |
| YTD | +2.4% | -25.9% | +28.3% | -5.4% |
| 1Y | +0.9% | -28.9% | +29.8% | -8.3% |
| 3Y | +48.4% | -80.5% | +128.9% | -14.1% |
| All | +48.4% | -80.6% | +129.0% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling