+69.0%
QCOM vs XEL
+47.7%
+21.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | +3.3% | -1.0% | +4.3% | +3.3% |
| 30D | +7.7% | -1.9% | +9.6% | +7.7% |
| 3M | -30.1% | -1.9% | -28.2% | -30.1% |
| 6M | +22.8% | -7.4% | +30.3% | +22.3% |
| YTD | +0.2% | +4.1% | -3.9% | +0.9% |
| 1Y | +7.9% | +8.0% | -0.2% | +9.1% |
| All | +69.0% | +47.7% | +21.3% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling