+8,876.7%
QCOM vs XLY
+1,125.3%
+7,751.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.9% |
| 7D | +5.1% | -0.5% | +5.6% | +5.5% |
| 30D | +4.3% | -4.9% | +9.2% | +9.1% |
| 3M | -19.6% | -1.0% | -18.6% | -19.2% |
| 6M | +29.5% | 0.0% | +29.5% | +29.2% |
| YTD | +3.4% | -4.2% | +7.5% | +7.4% |
| 1Y | +10.9% | -2.7% | +13.6% | +13.8% |
| 3Y | +74.8% | +38.4% | +36.3% | +30.0% |
| 5Y | +36.2% | +28.9% | +7.3% | +8.5% |
| 10Y | +263.7% | +214.7% | +49.0% | +33.0% |
| All | +8,876.7% | +1,125.3% | +7,751.5% | +927.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling