+230.9%
QCOM vs SPY
+315.0%
-84.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +0.3% |
| 7D | +5.8% | +0.1% | +5.7% | +6.1% |
| 30D | -2.3% | -3.3% | +1.0% | +3.2% |
| 3M | +2.7% | -2.4% | +5.1% | +7.3% |
| 6M | -21.0% | +2.6% | -23.6% | -22.2% |
| YTD | +1.8% | +11.2% | -9.4% | -9.8% |
| 1Y | +2.4% | +13.4% | -11.0% | -11.5% |
| 3Y | +52.1% | +79.9% | -27.8% | -26.7% |
| 5Y | +14.6% | +72.2% | -57.5% | -39.7% |
| 10Y | +230.9% | +307.3% | -76.5% | -41.6% |
| All | +230.9% | +315.0% | -84.1% | -41.6% |
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