+242.6%
QCOM vs XLU
+164.3%
+78.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.2% | -2.9% |
| 7D | +4.3% | +2.1% | +2.2% | +3.3% |
| 30D | -0.1% | +5.6% | -5.6% | -2.7% |
| 3M | +5.2% | +0.7% | +4.5% | +4.7% |
| 6M | -18.4% | -0.1% | -18.3% | -18.6% |
| YTD | +2.4% | +5.3% | -2.9% | -0.8% |
| 1Y | +0.9% | +2.2% | -1.3% | -0.9% |
| 3Y | +48.4% | +61.6% | -13.2% | +14.0% |
| 5Y | +16.6% | +53.6% | -37.0% | -8.6% |
| All | +242.6% | +164.3% | +78.4% | +127.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling