+30.9%
QCOM vs SPY
+82.0%
-51.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.7% |
| 7D | +3.3% | +0.1% | +3.2% | +3.1% |
| 30D | +7.7% | +0.1% | +7.6% | +7.6% |
| 3M | -30.1% | +2.0% | -32.1% | -31.5% |
| 6M | +22.8% | +13.0% | +9.8% | +3.0% |
| YTD | +0.2% | +13.5% | -13.4% | -16.5% |
| 1Y | +7.9% | +20.0% | -12.1% | -17.0% |
| 3Y | +55.8% | +77.2% | -21.4% | -32.1% |
| All | +30.9% | +82.0% | -51.2% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling