+8,847.9%
QCOM vs XLI
+1,079.1%
+7,768.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +5.5% | -1.5% | +7.0% | +7.3% |
| 30D | -1.1% | -0.3% | -0.8% | -0.5% |
| 3M | +7.6% | -8.4% | +15.9% | +17.6% |
| 6M | -20.1% | -2.1% | -18.0% | -17.6% |
| YTD | +3.0% | +9.6% | -6.6% | -5.5% |
| 1Y | +3.2% | +10.7% | -7.4% | -6.1% |
| 3Y | +48.9% | +71.6% | -22.7% | -10.5% |
| 5Y | +21.1% | +70.8% | -49.7% | -25.5% |
| 10Y | +242.8% | +228.0% | +14.8% | +9.0% |
| All | +8,847.9% | +1,079.1% | +7,768.7% | +664.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling