+504.0%
QCOM vs SPYM
+829.4%
-325.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | +7.7% | +0.1% | +7.6% | +7.6% |
| 3M | -30.1% | +2.0% | -32.1% | -31.0% |
| 6M | +22.8% | +13.1% | +9.8% | +8.7% |
| YTD | +0.2% | +13.6% | -13.4% | -11.7% |
| 1Y | +7.9% | +20.1% | -12.2% | -10.0% |
| 3Y | +55.8% | +77.6% | -21.7% | -11.4% |
| 5Y | +30.1% | +82.5% | -52.5% | -25.6% |
| 10Y | +248.9% | +317.6% | -68.7% | -3.0% |
| All | +504.0% | +829.4% | -325.4% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling