-100.0%
SQQQ vs QCOM
+295.7%
-395.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | +0.6% |
| 7D | +1.8% | +7.8% | -6.0% | +10.8% |
| 30D | +4.2% | +12.2% | -8.0% | +18.9% |
| 3M | -3.3% | -9.9% | +6.6% | -9.4% |
| 6M | -43.6% | +36.9% | -80.6% | -6.9% |
| YTD | -41.9% | +8.0% | -49.9% | -26.7% |
| 1Y | -50.6% | +15.0% | -65.6% | -30.3% |
| 3Y | -89.3% | +75.8% | -165.1% | -62.4% |
| 5Y | -94.8% | +42.2% | -137.0% | -75.7% |
| All | -100.0% | +295.7% | -395.7% | -99.1% |
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 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