+272.2%
QCOM vs XLRE
+87.4%
+184.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.8% |
| 7D | +4.9% | -2.7% | +7.6% | +6.9% |
| 30D | +9.3% | -2.3% | +11.7% | +11.0% |
| 3M | -7.0% | -3.5% | -3.5% | -5.3% |
| 6M | +32.0% | +1.9% | +30.2% | +29.3% |
| YTD | +5.0% | +8.3% | -3.3% | -1.5% |
| 1Y | +13.6% | +6.4% | +7.2% | +7.9% |
| 3Y | +77.6% | +30.2% | +47.3% | +45.2% |
| 5Y | +38.2% | +8.6% | +29.6% | +27.7% |
| All | +272.2% | +87.4% | +184.8% | +148.1% |
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