+452.6%
INTC vs XME
+170.7%
+281.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.8% |
| 7D | +6.0% | +0.3% | +5.7% | +5.9% |
| 30D | -39.2% | -6.1% | -33.1% | -36.9% |
| 3M | -42.9% | -18.6% | -24.3% | -37.0% |
| 6M | -50.4% | -23.9% | -26.5% | -43.3% |
| YTD | +61.7% | -9.3% | +71.0% | +72.0% |
| 1Y | +66.1% | +1.8% | +64.4% | +68.3% |
| 3Y | +58.1% | +93.0% | -34.9% | +23.9% |
| 5Y | +27.9% | +107.0% | -79.1% | -4.4% |
| 10Y | +111.1% | +266.9% | -155.8% | +18.7% |
| All | +452.6% | +170.7% | +281.9% | +170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling