+12.4%
SPY vs QCOM
+5.4%
+7.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.4% | +1.1% |
| 7D | -0.9% | +2.0% | -2.9% | -1.2% |
| 30D | -2.4% | +1.2% | -3.6% | -2.6% |
| 3M | -1.2% | +9.1% | -10.3% | -2.5% |
| 6M | +3.3% | -25.0% | +28.3% | +5.7% |
| YTD | +12.3% | +4.8% | +7.5% | +8.4% |
| 1Y | +12.4% | +3.6% | +8.8% | +8.9% |
| All | +12.4% | +5.4% | +7.0% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling