+216.5%
QCOM vs XLE
+169.9%
+46.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.4% | -12.0% | +12.4% | +5.6% |
| 30D | -6.6% | -2.7% | -3.9% | -5.9% |
| 3M | +3.7% | +6.6% | -2.9% | +0.2% |
| 6M | -13.3% | +9.5% | -22.8% | -17.7% |
| YTD | -1.8% | +40.6% | -42.3% | -17.1% |
| 1Y | -2.5% | +43.6% | -46.1% | -18.5% |
| 3Y | +47.0% | +58.1% | -11.1% | +17.4% |
| 5Y | +13.1% | +152.2% | -139.1% | -27.4% |
| All | +216.5% | +169.9% | +46.6% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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