+36.2%
QCOM vs XEL
+33.1%
+3.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.6% | +2.9% |
| 7D | +5.1% | +1.3% | +3.8% | +4.8% |
| 30D | +4.3% | -1.5% | +5.8% | +4.5% |
| 3M | -19.6% | -0.2% | -19.4% | -19.8% |
| 6M | +29.5% | -5.4% | +34.9% | +30.4% |
| YTD | +3.4% | +5.6% | -2.3% | +2.5% |
| 1Y | +10.9% | +10.5% | +0.5% | +9.1% |
| 3Y | +74.8% | +49.2% | +25.6% | +60.3% |
| 5Y | +36.2% | +30.1% | +6.1% | +31.3% |
| All | +36.2% | +33.1% | +3.1% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling