+230.9%
QCOM vs XLI
+244.3%
-13.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.2% | -0.3% |
| 7D | +5.8% | -0.5% | +6.3% | +6.5% |
| 30D | -2.3% | -0.2% | -2.1% | -1.7% |
| 3M | +2.7% | -8.6% | +11.3% | +12.8% |
| 6M | -21.0% | -2.0% | -19.0% | -18.6% |
| YTD | +1.8% | +9.7% | -7.9% | -6.8% |
| 1Y | +2.4% | +11.4% | -9.0% | -7.6% |
| 3Y | +52.1% | +74.2% | -22.1% | -9.8% |
| 5Y | +14.6% | +70.0% | -55.3% | -29.5% |
| 10Y | +230.9% | +235.2% | -4.4% | +24.3% |
| All | +230.9% | +244.3% | -13.4% | +24.3% |
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