+251.9%
QCOM vs XME
+266.4%
-14.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.4% | +1.4% |
| 7D | +13.0% | +5.3% | +7.7% | +9.9% |
| 30D | +0.2% | -8.2% | +8.4% | +5.1% |
| 3M | +9.2% | -18.4% | +27.6% | +21.6% |
| 6M | -15.0% | -22.8% | +7.8% | -2.2% |
| YTD | +5.2% | -7.9% | +13.1% | +9.1% |
| 1Y | +2.4% | -0.9% | +3.2% | +1.9% |
| 3Y | +52.0% | +96.0% | -44.0% | +4.4% |
| 5Y | +19.7% | +110.3% | -90.6% | -21.9% |
| All | +251.9% | +266.4% | -14.4% | +53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling