+8,600.9%
QCOM vs XLK
+1,455.1%
+7,145.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.7% |
| 7D | +3.3% | +0.9% | +2.5% | +2.4% |
| 30D | +7.7% | +0.7% | +7.0% | +6.7% |
| 3M | -30.1% | -2.9% | -27.1% | -27.5% |
| 6M | +22.8% | +34.3% | -11.4% | -10.7% |
| YTD | +0.2% | +30.4% | -30.2% | -25.1% |
| 1Y | +7.9% | +43.4% | -35.5% | -27.3% |
| 3Y | +55.8% | +116.8% | -61.0% | -32.7% |
| 5Y | +30.1% | +144.0% | -114.0% | -49.6% |
| 10Y | +248.9% | +778.8% | -529.9% | -67.3% |
| All | +8,600.9% | +1,455.1% | +7,145.7% | +354.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling