+2.0%
QCOM vs SPY
+12.3%
-10.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | -1.4% |
| 7D | +5.8% | +0.1% | +5.7% | +6.1% |
| 30D | -2.3% | -3.3% | +1.0% | +5.8% |
| 3M | +2.7% | -2.4% | +5.1% | +9.3% |
| 6M | -21.0% | +2.6% | -23.6% | -22.7% |
| YTD | +1.8% | +11.2% | -9.4% | -8.8% |
| All | +2.0% | +12.3% | -10.3% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling