+36.2%
QCOM vs XLU
+47.4%
-11.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +2.8% |
| 7D | +5.1% | +2.1% | +3.0% | +4.2% |
| 30D | +4.3% | -0.4% | +4.6% | +4.4% |
| 3M | -19.6% | +0.5% | -20.1% | -20.0% |
| 6M | +29.5% | -5.8% | +35.3% | +32.4% |
| YTD | +3.4% | +3.1% | +0.2% | +1.5% |
| 1Y | +10.9% | +8.1% | +2.8% | +6.6% |
| 3Y | +74.8% | +50.5% | +24.2% | +42.4% |
| 5Y | +36.2% | +44.7% | -8.5% | +11.2% |
| All | +36.2% | +47.4% | -11.2% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling