+281.8%
QCOM vs XLU
+136.4%
+145.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.9% |
| 7D | +4.4% | +0.6% | +3.7% | +4.0% |
| 30D | +9.4% | -0.4% | +9.8% | +9.5% |
| 3M | -13.7% | -1.7% | -11.9% | -13.2% |
| 6M | +28.9% | -7.1% | +36.0% | +33.1% |
| YTD | +4.7% | +1.9% | +2.8% | +3.2% |
| 1Y | +13.5% | +6.1% | +7.4% | +9.5% |
| 3Y | +77.1% | +48.8% | +28.3% | +42.1% |
| 5Y | +38.9% | +43.8% | -4.9% | +12.8% |
| 10Y | +281.8% | +143.2% | +138.6% | +157.3% |
| All | +281.8% | +136.4% | +145.4% | +157.3% |
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