+8,741.6%
QCOM vs XLF
+420.0%
+8,321.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +2.7% |
| 7D | +5.8% | +0.7% | +5.0% | +5.5% |
| 30D | -2.3% | +6.0% | -8.3% | -5.6% |
| 3M | +2.7% | +1.0% | +1.7% | +2.1% |
| 6M | -21.0% | +14.0% | -35.0% | -27.5% |
| YTD | +1.8% | +7.2% | -5.4% | -2.7% |
| 1Y | +2.4% | +11.6% | -9.2% | -4.5% |
| 3Y | +52.1% | +81.2% | -29.0% | +5.7% |
| 5Y | +14.6% | +57.9% | -43.3% | -12.2% |
| 10Y | +230.9% | +234.4% | -3.6% | +58.8% |
| All | +8,741.6% | +420.0% | +8,321.7% | +2,730.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling