+457.6%
QCOM vs SPXU
-100.0%
+557.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | 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% | -25.4% | -30.0% |
| 6M | +22.8% | -29.6% | +52.5% | +10.2% |
| YTD | +0.2% | -29.9% | +30.1% | -9.6% |
| 1Y | +7.9% | -39.1% | +46.9% | -6.8% |
| 3Y | +55.8% | -80.0% | +135.8% | +0.4% |
| 5Y | +30.1% | -86.0% | +116.1% | -9.9% |
| 10Y | +248.9% | -99.5% | +348.4% | +9.6% |
| All | +457.6% | -100.0% | +557.6% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling