+3,017.7%
SPY vs QCOM
+29,687.3%
-26,669.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | -0.6% | +5.5% | -6.1% | -1.7% |
| 30D | -3.7% | -1.1% | -2.6% | -3.7% |
| 3M | -2.7% | +7.6% | -10.3% | -4.7% |
| 6M | +2.2% | -20.1% | +22.3% | +4.8% |
| YTD | +10.8% | +3.0% | +7.8% | +7.1% |
| 1Y | +11.2% | +3.2% | +8.0% | +7.4% |
| 3Y | +76.5% | +48.9% | +27.6% | +55.5% |
| 5Y | +72.9% | +21.1% | +51.9% | +56.1% |
| 10Y | +304.8% | +242.8% | +62.0% | +190.2% |
| All | +3,017.7% | +29,687.3% | -26,669.6% | +1,099.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling