+245.8%
QCOM vs XLF
+228.2%
+17.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.3% |
| 7D | +2.0% | -1.0% | +2.9% | +2.9% |
| 30D | +1.2% | +6.5% | -5.3% | -3.5% |
| 3M | +9.1% | +1.8% | +7.3% | +7.7% |
| 6M | -25.0% | +15.4% | -40.3% | -33.4% |
| YTD | +4.8% | +8.4% | -3.5% | -2.0% |
| 1Y | +3.6% | +11.9% | -8.3% | -5.6% |
| 3Y | +51.5% | +81.1% | -29.7% | -5.0% |
| 5Y | +19.7% | +59.5% | -39.8% | -16.8% |
| 10Y | +245.8% | +225.2% | +20.6% | +60.9% |
| All | +245.8% | +228.2% | +17.6% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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