+11.2%
QCOM vs XLP
+40.8%
-29.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +6.1% |
| 7D | +0.4% | +0.7% | -0.4% | 0.0% |
| 30D | -6.6% | +10.3% | -16.9% | -11.4% |
| 3M | +3.7% | +6.5% | -2.8% | 0.0% |
| 6M | -13.3% | +8.4% | -21.7% | -18.1% |
| YTD | -1.8% | +18.2% | -20.0% | -13.6% |
| 1Y | -2.5% | +22.4% | -24.9% | -16.7% |
| 3Y | +47.0% | +41.9% | +5.1% | +6.8% |
| All | +11.2% | +40.8% | -29.6% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling