+11.2%
QCOM vs SYY
+7.8%
+3.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.4% | +4.8% |
| 7D | +0.4% | -7.3% | +7.7% | +2.8% |
| 30D | -6.6% | +0.1% | -6.7% | -7.0% |
| 3M | +3.7% | -8.2% | +11.9% | +6.2% |
| 6M | -13.3% | +6.3% | -19.6% | -16.9% |
| YTD | -1.8% | +7.3% | -9.1% | -8.1% |
| 1Y | -2.5% | +8.5% | -11.0% | -9.5% |
| 3Y | +47.0% | +24.9% | +22.0% | +20.6% |
| All | +11.2% | +7.8% | +3.4% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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