+242.8%
QCOM vs XEL
+176.3%
+66.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +5.5% | +1.7% | +3.8% | +5.0% |
| 30D | -1.1% | +8.6% | -9.7% | -3.6% |
| 3M | +7.6% | +5.1% | +2.5% | +5.8% |
| 6M | -20.1% | +2.5% | -22.6% | -20.9% |
| YTD | +3.0% | +11.0% | -8.0% | -0.6% |
| 1Y | +3.2% | +2.7% | +0.5% | +1.9% |
| 3Y | +48.9% | +49.7% | -0.9% | +27.4% |
| 5Y | +21.1% | +46.1% | -25.1% | +3.5% |
| 10Y | +242.8% | +181.5% | +61.2% | +166.8% |
| All | +242.8% | +176.3% | +66.5% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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