+787.4%
INTC vs XME
+242.3%
+545.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.4% |
| 7D | +7.1% | -0.1% | +7.2% | +7.1% |
| 30D | -5.2% | +6.0% | -11.2% | -7.8% |
| 3M | -14.3% | -7.7% | -6.6% | -10.7% |
| 6M | +110.2% | +1.0% | +109.2% | +110.6% |
| YTD | +159.6% | +14.6% | +145.0% | +146.7% |
| 1Y | +289.3% | +46.0% | +243.3% | +233.7% |
| 3Y | +166.1% | +127.0% | +39.0% | +91.3% |
| 5Y | +94.4% | +175.8% | -81.4% | +26.7% |
| 10Y | +227.7% | +414.6% | -186.9% | +57.6% |
| All | +787.4% | +242.3% | +545.1% | +287.8% |
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