+230.9%
QCOM vs SPYM
+316.3%
-85.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.3% | +0.4% |
| 7D | +5.8% | +0.1% | +5.7% | +6.1% |
| 30D | -2.3% | -3.3% | +1.0% | +3.2% |
| 3M | +2.7% | -2.4% | +5.1% | +7.2% |
| 6M | -21.0% | +2.6% | -23.6% | -22.2% |
| YTD | +1.8% | +11.3% | -9.5% | -9.8% |
| 1Y | +2.4% | +13.5% | -11.0% | -11.5% |
| 3Y | +52.1% | +80.3% | -28.1% | -26.3% |
| 5Y | +14.6% | +72.7% | -58.1% | -39.5% |
| 10Y | +230.9% | +312.2% | -81.3% | -39.9% |
| All | +230.9% | +316.3% | -85.4% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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