+551.6%
QCOM vs XME
+242.3%
+309.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +3.3% | -0.1% | +3.4% | +3.4% |
| 30D | +7.7% | +6.0% | +1.7% | +4.9% |
| 3M | -30.1% | -7.7% | -22.3% | -27.5% |
| 6M | +22.8% | +1.0% | +21.9% | +22.5% |
| YTD | +0.2% | +14.6% | -14.4% | -5.9% |
| 1Y | +7.9% | +46.0% | -38.1% | -9.1% |
| 3Y | +55.8% | +127.0% | -71.2% | +9.3% |
| 5Y | +30.1% | +175.8% | -145.7% | -16.7% |
| 10Y | +248.9% | +414.6% | -165.7% | +65.0% |
| All | +551.6% | +242.3% | +309.3% | +191.4% |
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 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