+3,094.0%
SPY vs QCOM
+28,865.1%
-25,771.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.1% | +3.3% | -3.2% | -0.6% |
| 30D | +0.1% | +7.7% | -7.6% | -1.5% |
| 3M | +2.0% | -30.1% | +32.1% | +8.8% |
| 6M | +13.0% | +22.8% | -9.8% | +6.1% |
| YTD | +13.5% | +0.2% | +13.4% | +10.9% |
| 1Y | +20.0% | +7.9% | +12.1% | +15.1% |
| 3Y | +77.2% | +55.8% | +21.4% | +55.3% |
| 5Y | +81.9% | +30.1% | +51.8% | +62.5% |
| 10Y | +314.1% | +248.9% | +65.2% | +197.3% |
| All | +3,094.0% | +28,865.1% | -25,771.0% | +1,142.1% |
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