-11.0%
QCOM vs XLP
+23.5%
-34.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.8% | -8.7% | -9.9% |
| 7D | -15.5% | +3.5% | -18.9% | -13.8% |
| 30D | -13.4% | +11.6% | -25.0% | -7.8% |
| 3M | 0.0% | +7.6% | -7.6% | +4.4% |
| 6M | -15.2% | +10.0% | -25.2% | -9.2% |
| YTD | -6.9% | +19.7% | -26.7% | +0.6% |
| 1Y | -11.0% | +23.5% | -34.4% | -4.2% |
| All | -11.0% | +23.5% | -34.5% | -4.2% |
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