+230.9%
QCOM vs XLE
+167.3%
+63.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.1% | +3.5% |
| 7D | +5.8% | -7.9% | +13.7% | +9.3% |
| 30D | -2.3% | -4.8% | +2.5% | -0.7% |
| 3M | +2.7% | +8.4% | -5.7% | -1.4% |
| 6M | -21.0% | +12.7% | -33.7% | -25.9% |
| YTD | +1.8% | +41.3% | -39.5% | -14.2% |
| 1Y | +2.4% | +42.3% | -39.9% | -14.0% |
| 3Y | +52.1% | +65.1% | -12.9% | +19.3% |
| 5Y | +14.6% | +150.2% | -135.5% | -26.2% |
| 10Y | +230.9% | +163.9% | +67.0% | +105.2% |
| All | +230.9% | +167.3% | +63.6% | +105.2% |
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