+242.8%
QCOM vs SPYG
+385.4%
-142.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +2.2% |
| 7D | +5.5% | -1.9% | +7.5% | +8.5% |
| 30D | -1.1% | -9.2% | +8.0% | +12.0% |
| 3M | +7.6% | -6.8% | +14.4% | +18.1% |
| 6M | -20.1% | -2.6% | -17.5% | -16.2% |
| YTD | +3.0% | +7.5% | -4.4% | -4.1% |
| 1Y | +3.2% | +6.7% | -3.4% | -3.1% |
| 3Y | +48.9% | +90.1% | -41.2% | -29.6% |
| 5Y | +21.1% | +69.2% | -48.2% | -32.8% |
| 10Y | +242.8% | +391.9% | -149.1% | -47.5% |
| All | +242.8% | +385.4% | -142.6% | -47.5% |
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