+48.4%
QCOM vs XLK
+94.1%
-45.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -0.4% |
| 7D | +4.3% | +3.4% | +0.9% | +0.4% |
| 30D | -0.1% | -10.6% | +10.5% | +13.6% |
| 3M | +5.2% | -10.6% | +15.9% | +19.6% |
| 6M | -18.4% | -3.5% | -14.9% | -14.3% |
| YTD | +2.4% | +18.7% | -16.3% | -13.9% |
| 1Y | +0.9% | +19.4% | -18.5% | -15.8% |
| 3Y | +48.4% | +94.5% | -46.1% | -25.5% |
| All | +48.4% | +94.1% | -45.7% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling