+11.2%
QCOM vs SPYM
+68.0%
-56.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.0% |
| 7D | +0.4% | -2.7% | +3.1% | +5.4% |
| 30D | -6.6% | -5.4% | -1.3% | +3.1% |
| 3M | +3.7% | -4.1% | +7.8% | +12.2% |
| 6M | -13.3% | +0.8% | -14.1% | -12.4% |
| YTD | -1.8% | +8.8% | -10.5% | -11.5% |
| 1Y | -2.5% | +11.0% | -13.5% | -14.9% |
| 3Y | +47.0% | +75.5% | -28.5% | -35.0% |
| All | +11.2% | +68.0% | -56.8% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling