+3.7%
QCOM vs SSPC
-56.5%
+60.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -17.3% | +22.8% | +3.2% |
| 7D | +0.4% | -4.7% | +5.0% | +0.3% |
| 30D | -6.6% | +36.7% | -43.3% | -3.7% |
| 3M | +3.7% | -49.4% | +53.1% | +2.2% |
| All | +3.7% | -56.5% | +60.2% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SSPC.
Daily Out/Under-Performance
Portfolio return minus SSPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSPC 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 3mo: compounded portfolio wealth divided by compounded SSPC 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…
3mo analysis · Full analysis span regression · Available span rolling