+8,600.9%
QCOM vs XLE
+1,022.5%
+7,578.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +3.3% | +2.2% | +1.1% | +2.3% |
| 30D | +7.7% | +11.8% | -4.1% | +2.1% |
| 3M | -30.1% | +9.8% | -39.9% | -33.4% |
| 6M | +22.8% | +15.6% | +7.3% | +13.4% |
| YTD | +0.2% | +45.3% | -45.1% | -17.1% |
| 1Y | +7.9% | +48.3% | -40.5% | -11.7% |
| 3Y | +55.8% | +55.4% | +0.4% | +23.9% |
| 5Y | +30.1% | +216.1% | -186.0% | -27.7% |
| 10Y | +248.9% | +178.4% | +70.5% | +90.7% |
| All | +8,600.9% | +1,022.5% | +7,578.4% | +2,260.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling