+251.9%
QCOM vs XLE
+179.0%
+72.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.3% |
| 7D | +13.0% | +4.4% | +8.6% | +11.1% |
| 30D | +0.2% | -4.3% | +4.4% | +1.6% |
| 3M | +9.2% | +6.0% | +3.2% | +6.0% |
| 6M | -15.0% | +13.2% | -28.2% | -20.3% |
| YTD | +5.2% | +46.7% | -41.6% | -12.7% |
| 1Y | +2.4% | +46.6% | -44.3% | -15.1% |
| 3Y | +52.0% | +69.6% | -17.6% | +17.9% |
| 5Y | +19.7% | +166.5% | -146.8% | -25.0% |
| All | +251.9% | +179.0% | +72.9% | +114.2% |
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