+2.3%
QCOM vs XLK
+19.7%
-17.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | -5.3% | -7.6% | +2.2% | +3.4% |
| 30D | -4.2% | -12.2% | +8.0% | +10.3% |
| 3M | +7.0% | -5.5% | +12.5% | +14.1% |
| 6M | +3.8% | +9.2% | -5.4% | -1.2% |
| YTD | +2.8% | +23.0% | -20.2% | -9.4% |
| 1Y | +2.3% | +20.7% | -18.4% | -8.2% |
| All | +2.3% | +19.7% | -17.4% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 1y: compounded portfolio wealth divided by compounded XLK 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…
1y analysis · Full analysis span regression · 6 months rolling