+263.7%
QCOM vs XLI
+252.7%
+11.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.7% |
| 7D | +5.1% | +1.0% | +4.1% | +4.0% |
| 30D | +4.3% | -5.8% | +10.1% | +10.7% |
| 3M | -19.6% | +0.7% | -20.3% | -20.0% |
| 6M | +29.5% | +3.2% | +26.3% | +26.0% |
| YTD | +3.4% | +13.0% | -9.7% | -8.4% |
| 1Y | +10.9% | +16.8% | -5.9% | -4.6% |
| 3Y | +74.8% | +72.4% | +2.4% | +4.4% |
| 5Y | +36.2% | +82.8% | -46.6% | -21.6% |
| 10Y | +263.7% | +252.4% | +11.3% | +28.8% |
| All | +263.7% | +252.7% | +11.0% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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