+48.4%
QCOM vs XME
+93.2%
-44.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.1% | -1.6% |
| 7D | +4.3% | +0.3% | +4.0% | +4.0% |
| 30D | -0.1% | -6.1% | +6.0% | +4.2% |
| 3M | +5.2% | -18.6% | +23.9% | +19.4% |
| 6M | -18.4% | -23.9% | +5.5% | -3.4% |
| YTD | +2.4% | -9.3% | +11.8% | +7.4% |
| 1Y | +0.9% | +1.8% | -0.9% | -2.0% |
| 3Y | +48.4% | +93.0% | -44.6% | -6.3% |
| All | +48.4% | +93.2% | -44.8% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling