+282.9%
QCOM vs XLY
+220.9%
+62.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.0% |
| 7D | +7.8% | -1.7% | +9.5% | +9.7% |
| 30D | +12.2% | -4.2% | +16.4% | +17.0% |
| 3M | -9.9% | -2.7% | -7.2% | -8.0% |
| 6M | +36.9% | -0.6% | +37.6% | +37.3% |
| YTD | +8.0% | -5.0% | +13.1% | +13.6% |
| 1Y | +15.0% | -4.1% | +19.1% | +20.0% |
| 3Y | +75.8% | +33.6% | +42.2% | +30.1% |
| 5Y | +42.2% | +28.7% | +13.5% | +9.5% |
| All | +282.9% | +220.9% | +62.0% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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