+3.2%
QCOM vs SPYG
+7.6%
-4.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +2.3% |
| 7D | +5.5% | -1.9% | +7.5% | +8.8% |
| 30D | -1.1% | -9.2% | +8.0% | +12.8% |
| 3M | +7.6% | -6.8% | +14.4% | +18.9% |
| 6M | -20.1% | -2.6% | -17.5% | -15.3% |
| YTD | +3.0% | +7.5% | -4.4% | +1.7% |
| 1Y | +3.2% | +6.7% | -3.4% | +2.8% |
| All | +3.2% | +7.6% | -4.3% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling