+70.4%
QCOM vs XLRE
+31.2%
+39.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +2.0% |
| 7D | +4.4% | -0.7% | +5.1% | +4.8% |
| 30D | +9.4% | -2.2% | +11.6% | +10.7% |
| 3M | -13.7% | -2.6% | -11.0% | -12.8% |
| 6M | +28.9% | +2.6% | +26.3% | +25.7% |
| YTD | +4.7% | +9.3% | -4.5% | -2.0% |
| 1Y | +13.5% | +7.2% | +6.3% | +7.5% |
| All | +70.4% | +31.2% | +39.3% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling