+117.0%
QRVO vs SPY
+322.5%
-205.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +3.0% | +2.6% |
| 7D | +13.4% | -0.8% | +14.2% | +14.7% |
| 30D | +18.7% | -1.1% | +19.8% | +20.5% |
| 3M | +19.4% | +3.9% | +15.6% | +12.9% |
| 6M | +48.4% | +13.6% | +34.7% | +22.6% |
| YTD | +38.0% | +12.7% | +25.4% | +15.2% |
| 1Y | +33.1% | +17.5% | +15.5% | +4.8% |
| 3Y | +20.0% | +76.9% | -56.9% | -46.0% |
| 5Y | -34.9% | +83.6% | -118.5% | -71.4% |
| All | +117.0% | +322.5% | -205.5% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling