+14.6%
QCOM vs SPYG
+67.2%
-52.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +0.2% |
| 7D | +5.8% | 0.0% | +5.8% | +6.2% |
| 30D | -2.3% | -8.4% | +6.1% | +10.0% |
| 3M | +2.7% | -6.2% | +8.9% | +12.4% |
| 6M | -21.0% | -1.8% | -19.3% | -17.9% |
| YTD | +1.8% | +8.4% | -6.6% | -6.4% |
| 1Y | +2.4% | +10.1% | -7.6% | -7.8% |
| 3Y | +52.1% | +94.9% | -42.8% | -33.1% |
| 5Y | +14.6% | +68.5% | -53.8% | -35.9% |
| All | +14.6% | +67.2% | -52.6% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling