-13.3%
QCOM vs XME
-23.0%
+9.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.4% | +2.2% | +2.6% |
| 7D | +0.4% | -4.5% | +4.8% | +4.5% |
| 30D | -6.6% | -10.9% | +4.3% | +2.9% |
| 3M | +3.7% | -15.3% | +18.9% | +17.0% |
| 6M | -13.3% | -24.6% | +11.3% | +13.9% |
| All | -13.3% | -23.0% | +9.7% | +13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling