+36.2%
QCOM vs XLF
+65.5%
-29.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.5% | +4.5% |
| 7D | +5.1% | +0.2% | +4.9% | +4.8% |
| 30D | +4.3% | -0.5% | +4.8% | +4.6% |
| 3M | -19.6% | +10.6% | -30.3% | -27.8% |
| 6M | +29.5% | +14.3% | +15.2% | +12.2% |
| YTD | +3.4% | +5.5% | -2.2% | -2.7% |
| 1Y | +10.9% | +9.6% | +1.3% | +0.5% |
| 3Y | +74.8% | +75.2% | -0.4% | -2.5% |
| 5Y | +36.2% | +65.5% | -29.4% | -18.6% |
| All | +36.2% | +65.5% | -29.4% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling