+297.8%
QCOM vs XLRE
+112.0%
+185.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.6% |
| 7D | +3.3% | -1.2% | +4.6% | +4.1% |
| 30D | +7.7% | -2.8% | +10.5% | +9.7% |
| 3M | -30.1% | -0.2% | -29.9% | -30.5% |
| 6M | +22.8% | +1.9% | +20.9% | +20.4% |
| YTD | +0.2% | +10.6% | -10.4% | -7.1% |
| 1Y | +7.9% | +8.8% | -1.0% | +1.1% |
| 3Y | +55.8% | +31.5% | +24.3% | +27.3% |
| 5Y | +30.1% | +6.6% | +23.5% | +21.8% |
| 10Y | +248.9% | +84.0% | +164.9% | +136.6% |
| All | +297.8% | +112.0% | +185.9% | +145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling