+74.8%
QCOM vs SPYM
+79.1%
-4.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.7% | +4.1% |
| 7D | +5.1% | +0.6% | +4.5% | +4.0% |
| 30D | +4.3% | -0.9% | +5.2% | +5.9% |
| 3M | -19.6% | +3.9% | -23.5% | -24.2% |
| 6M | +29.5% | +14.5% | +14.9% | +5.2% |
| YTD | +3.4% | +13.0% | -9.6% | -13.9% |
| 1Y | +10.9% | +19.4% | -8.5% | -15.2% |
| 3Y | +74.8% | +78.9% | -4.1% | -26.0% |
| All | +74.8% | +79.1% | -4.3% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling