+49,194.2%
QCOM vs SYY
+3,158.3%
+46,035.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.9% |
| 3M | +3.7% | -8.2% | +11.9% | +6.3% |
| 6M | -13.3% | +6.3% | -19.6% | -16.1% |
| YTD | -1.8% | +7.3% | -9.1% | -6.2% |
| 1Y | -2.5% | +8.5% | -11.0% | -7.4% |
| 3Y | +47.0% | +24.9% | +22.0% | +31.0% |
| 5Y | +13.1% | +8.0% | +5.1% | +6.3% |
| 10Y | +224.7% | +107.2% | +117.5% | +125.5% |
| All | +49,194.2% | +3,158.3% | +46,035.9% | +16,301.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling