+51,614.1%
QCOM vs XEL
+1,683.0%
+49,931.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +5.5% | +1.7% | +3.8% | +5.1% |
| 30D | -1.1% | +8.6% | -9.7% | -3.4% |
| 3M | +7.6% | +5.1% | +2.5% | +6.0% |
| 6M | -20.1% | +2.5% | -22.6% | -20.9% |
| YTD | +3.0% | +11.0% | -8.0% | -0.3% |
| 1Y | +3.2% | +2.7% | +0.5% | +2.0% |
| 3Y | +48.9% | +49.7% | -0.9% | +29.8% |
| 5Y | +21.1% | +46.1% | -25.1% | +5.7% |
| 10Y | +242.8% | +181.5% | +61.2% | +147.4% |
| All | +51,614.1% | +1,683.0% | +49,931.1% | +18,368.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling