+38.9%
QCOM vs XLK
+145.5%
-106.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +4.4% | +2.3% | +2.0% | +1.6% |
| 30D | +9.4% | +0.8% | +8.5% | +8.1% |
| 3M | -13.7% | +4.1% | -17.7% | -17.4% |
| 6M | +28.9% | +34.8% | -5.9% | -7.5% |
| YTD | +4.7% | +30.8% | -26.1% | -22.6% |
| 1Y | +13.5% | +42.4% | -28.9% | -23.9% |
| 3Y | +77.1% | +121.8% | -44.7% | -28.9% |
| 5Y | +38.9% | +146.6% | -107.7% | -48.6% |
| All | +38.9% | +145.5% | -106.6% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling