+245.8%
QCOM vs XLB
+165.5%
+80.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.4% | +1.4% |
| 7D | +2.0% | -1.6% | +3.6% | +3.8% |
| 30D | +1.2% | +7.2% | -6.0% | -5.3% |
| 3M | +9.1% | 0.0% | +9.1% | +9.1% |
| 6M | -25.0% | +2.3% | -27.3% | -26.4% |
| YTD | +4.8% | +18.4% | -13.6% | -10.8% |
| 1Y | +3.6% | +23.3% | -19.7% | -15.3% |
| 3Y | +51.5% | +45.2% | +6.3% | +7.1% |
| 5Y | +19.7% | +31.0% | -11.2% | -5.9% |
| 10Y | +245.8% | +168.8% | +77.1% | +44.6% |
| All | +245.8% | +165.5% | +80.4% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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