+538.8%
QCOM vs XME
+169.9%
+368.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.4% | +2.2% | +4.1% |
| 7D | +0.4% | -4.5% | +4.8% | +2.5% |
| 30D | -6.6% | -10.9% | +4.3% | -1.7% |
| 3M | +3.7% | -15.3% | +18.9% | +11.3% |
| 6M | -13.3% | -24.6% | +11.3% | -1.8% |
| YTD | -1.8% | -9.6% | +7.8% | +2.3% |
| 1Y | -2.5% | +2.9% | -5.4% | -4.0% |
| 3Y | +47.0% | +86.9% | -39.9% | +12.4% |
| 5Y | +13.1% | +115.2% | -102.1% | -19.1% |
| 10Y | +224.7% | +305.7% | -81.0% | +71.0% |
| All | +538.8% | +169.9% | +368.9% | +216.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling