+102.3%
INTC vs XME
+167.8%
-65.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.7% | -1.9% | -3.2% |
| 7D | +9.4% | -3.0% | +12.5% | +11.8% |
| 30D | +2.7% | -2.6% | +5.3% | +4.2% |
| 3M | -6.3% | +2.2% | -8.4% | -7.2% |
| 6M | +114.5% | +0.7% | +113.7% | +114.1% |
| YTD | +171.9% | +10.9% | +161.0% | +156.1% |
| 1Y | +305.0% | +35.7% | +269.3% | +236.5% |
| 3Y | +168.3% | +127.1% | +41.2% | +67.2% |
| 5Y | +102.3% | +168.5% | -66.2% | +17.4% |
| All | +102.3% | +167.8% | -65.5% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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