+242.6%
QCOM vs XLRE
+112.9%
+129.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.7% |
| 7D | +4.3% | +0.8% | +3.4% | +3.7% |
| 30D | -0.1% | +6.9% | -7.0% | -4.5% |
| 3M | +5.2% | -0.8% | +6.1% | +5.9% |
| 6M | -18.4% | +2.1% | -20.4% | -20.0% |
| YTD | +2.4% | +12.6% | -10.2% | -6.3% |
| 1Y | +0.9% | +12.5% | -11.6% | -7.7% |
| 3Y | +48.4% | +44.2% | +4.2% | +13.0% |
| 5Y | +16.6% | +9.1% | +7.4% | +7.4% |
| All | +242.6% | +112.9% | +129.7% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 10y: compounded portfolio wealth divided by compounded XLRE 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…
10y analysis · Full analysis span regression · 6 months rolling