+72.6%
SPY vs QCOM
+15.5%
+57.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +0.3% |
| 7D | +2.6% | +4.3% | -1.7% | +1.5% |
| 30D | -2.0% | -0.1% | -1.9% | -2.3% |
| 3M | -2.8% | +5.2% | -8.0% | -4.9% |
| 6M | +2.1% | -18.4% | +20.5% | +5.1% |
| YTD | +11.5% | +2.4% | +9.1% | +5.2% |
| 1Y | +13.5% | +0.9% | +12.6% | +7.5% |
| 3Y | +77.7% | +48.4% | +29.3% | +40.7% |
| All | +72.6% | +15.5% | +57.1% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling