+7.9%
QCOM vs XLU
+4.9%
+2.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +3.3% | +0.8% | +2.5% | +3.1% |
| 30D | +7.7% | -1.3% | +9.0% | +8.1% |
| 3M | -30.1% | -1.3% | -28.7% | -30.2% |
| 6M | +22.8% | -7.6% | +30.5% | +24.8% |
| YTD | +0.2% | +2.3% | -2.1% | -0.3% |
| 1Y | +7.9% | +5.8% | +2.1% | +10.1% |
| All | +7.9% | +4.9% | +2.9% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling