+263.7%
QCOM vs XME
+401.9%
-138.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.0% | +2.6% |
| 7D | +5.1% | +3.6% | +1.4% | +3.1% |
| 30D | +4.3% | +3.6% | +0.6% | +2.1% |
| 3M | -19.6% | +1.2% | -20.8% | -20.2% |
| 6M | +29.5% | +9.0% | +20.4% | +23.9% |
| YTD | +3.4% | +15.9% | -12.6% | -5.1% |
| 1Y | +10.9% | +43.2% | -32.3% | -9.7% |
| 3Y | +74.8% | +137.4% | -62.6% | +9.2% |
| 5Y | +36.2% | +185.0% | -148.9% | -23.3% |
| 10Y | +263.7% | +409.5% | -145.7% | +43.3% |
| All | +263.7% | +401.9% | -138.2% | +43.3% |
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