+216.5%
QCOM vs SPY
+312.9%
-96.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.1% |
| 7D | +0.4% | -2.7% | +3.1% | +4.7% |
| 30D | -6.6% | -5.4% | -1.2% | +1.7% |
| 3M | +3.7% | -4.1% | +7.8% | +11.0% |
| 6M | -13.3% | +0.7% | -14.0% | -12.3% |
| YTD | -1.8% | +8.7% | -10.5% | -10.1% |
| 1Y | -2.5% | +10.9% | -13.4% | -13.1% |
| 3Y | +47.0% | +75.0% | -28.0% | -26.4% |
| 5Y | +13.1% | +67.8% | -54.7% | -38.4% |
| All | +216.5% | +312.9% | -96.4% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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