+501.7%
SPCX vs QCOM
+11.9%
+489.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.7% | +2.1% | -14.3% |
| 7D | +4.2% | +5.8% | -1.6% | -38.9% |
| 30D | -12.6% | -2.3% | -10.3% | -38.1% |
| 3M | +6.7% | +2.7% | +4.0% | -71.9% |
| 6M | +546.4% | +37.6% | +508.7% | +20.7% |
| YTD | +552.1% | +1.8% | +550.3% | +22.3% |
| 1Y | +453.2% | +2.4% | +450.7% | +3.8% |
| All | +501.7% | +11.9% | +489.8% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 QCOM 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