+242.6%
QCOM vs XLF
+222.3%
+20.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.3% |
| 7D | +4.3% | +2.7% | +1.6% | +2.1% |
| 30D | -0.1% | +7.6% | -7.7% | -5.6% |
| 3M | +5.2% | +1.1% | +4.2% | +4.4% |
| 6M | -18.4% | +15.9% | -34.2% | -27.7% |
| YTD | +2.4% | +8.4% | -6.0% | -4.4% |
| 1Y | +0.9% | +12.5% | -11.6% | -8.5% |
| 3Y | +48.4% | +81.6% | -33.2% | -7.2% |
| 5Y | +16.6% | +59.3% | -42.7% | -19.0% |
| All | +242.6% | +222.3% | +20.3% | +55.1% |
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