-100.0%
SQQQ vs QCOM
+603.4%
-703.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.6% | +6.4% | +0.7% |
| 7D | -11.0% | +4.3% | -15.3% | -6.0% |
| 30D | +17.9% | -0.1% | +18.0% | +23.8% |
| 3M | +19.5% | +5.2% | +14.3% | +35.2% |
| 6M | +4.2% | -18.4% | +22.5% | -4.4% |
| YTD | -35.6% | +2.4% | -38.0% | -18.8% |
| 1Y | -37.7% | +0.9% | -38.6% | -22.0% |
| 3Y | -88.0% | +48.4% | -136.4% | -64.2% |
| 5Y | -93.1% | +16.6% | -109.7% | -73.1% |
| 10Y | -100.0% | +237.8% | -337.7% | -98.8% |
| All | -100.0% | +603.4% | -703.4% | -99.9% |
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 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