+282.9%
QCOM vs XLK
+807.8%
-524.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +1.5% |
| 7D | +7.8% | +0.2% | +7.6% | +7.6% |
| 30D | +12.2% | -0.6% | +12.8% | +12.8% |
| 3M | -9.9% | +2.6% | -12.4% | -12.4% |
| 6M | +36.9% | +34.0% | +3.0% | +0.8% |
| YTD | +8.0% | +30.7% | -22.6% | -18.6% |
| 1Y | +15.0% | +39.2% | -24.2% | -19.0% |
| 3Y | +75.8% | +120.4% | -44.6% | -23.5% |
| 5Y | +42.2% | +148.8% | -106.6% | -44.4% |
| All | +282.9% | +807.8% | -524.9% | -54.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling