+281.8%
QCOM vs SPYG
+412.5%
-130.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.8% |
| 7D | +4.4% | +0.3% | +4.0% | +3.9% |
| 30D | +9.4% | -1.7% | +11.1% | +11.6% |
| 3M | -13.7% | +3.6% | -17.3% | -17.0% |
| 6M | +28.9% | +16.6% | +12.3% | +7.8% |
| YTD | +4.7% | +13.4% | -8.6% | -9.4% |
| 1Y | +13.5% | +19.6% | -6.1% | -7.8% |
| 3Y | +77.1% | +99.8% | -22.7% | -21.6% |
| 5Y | +38.9% | +85.0% | -46.0% | -31.0% |
| 10Y | +281.8% | +422.1% | -140.3% | -39.3% |
| All | +281.8% | +412.5% | -130.7% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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