+245.8%
QCOM vs XRT
+145.8%
+100.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | +2.0% | -1.4% | +3.4% | +3.0% |
| 30D | +1.2% | +9.8% | -8.5% | -4.8% |
| 3M | +9.1% | +3.3% | +5.9% | +6.5% |
| 6M | -25.0% | +13.6% | -38.6% | -31.4% |
| YTD | +4.8% | +9.1% | -4.2% | -1.5% |
| 1Y | +3.6% | +15.1% | -11.5% | -6.1% |
| 3Y | +51.5% | +59.9% | -8.5% | +11.1% |
| 5Y | +19.7% | -1.7% | +21.5% | +15.7% |
| 10Y | +245.8% | +141.1% | +104.7% | +71.3% |
| All | +245.8% | +145.8% | +100.0% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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