+0.9%
QCOM vs XLP
+22.7%
-21.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.1% | -1.9% |
| 7D | +4.3% | +2.5% | +1.7% | +5.7% |
| 30D | -0.1% | +7.3% | -7.4% | +4.2% |
| 3M | +5.2% | +8.1% | -2.9% | +10.2% |
| 6M | -18.4% | +10.5% | -28.8% | -11.9% |
| YTD | +2.4% | +21.2% | -18.8% | +12.7% |
| 1Y | +0.9% | +22.7% | -21.8% | +11.2% |
| All | +0.9% | +22.7% | -21.8% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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