+51.9%
QCOM vs SPY
+79.4%
-27.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.4% | -0.6% |
| 7D | +2.0% | -0.9% | +2.9% | +3.9% |
| 30D | +1.2% | -2.4% | +3.6% | +6.3% |
| 3M | +9.1% | -1.2% | +10.3% | +12.4% |
| 6M | -25.0% | +3.3% | -28.3% | -27.4% |
| YTD | +4.8% | +12.3% | -7.5% | -10.5% |
| 1Y | +3.6% | +12.4% | -8.8% | -11.7% |
| All | +51.9% | +79.4% | -27.5% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling