+2.4%
QCOM vs XME
+0.8%
+1.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.4% | +1.6% |
| 7D | +13.0% | +5.3% | +7.7% | +9.3% |
| 30D | +0.2% | -8.2% | +8.4% | +5.6% |
| 3M | +9.2% | -18.4% | +27.6% | +22.7% |
| 6M | -15.0% | -22.8% | +7.8% | -1.9% |
| YTD | +5.2% | -7.9% | +13.1% | +11.4% |
| 1Y | +2.4% | -0.9% | +3.2% | +4.4% |
| All | +2.4% | +0.8% | +1.6% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling