+562.2%
QCOM vs XME
+184.7%
+377.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.8% | +1.3% |
| 7D | +5.8% | +0.9% | +4.9% | +5.5% |
| 30D | -2.3% | -7.3% | +5.0% | +1.1% |
| 3M | +2.7% | -14.8% | +17.5% | +10.0% |
| 6M | -21.0% | -18.4% | -2.6% | -13.5% |
| YTD | +1.8% | -4.7% | +6.5% | +3.7% |
| 1Y | +2.4% | +5.7% | -3.3% | -0.3% |
| 3Y | +52.1% | +104.0% | -51.8% | +12.2% |
| 5Y | +14.6% | +122.4% | -107.8% | -19.3% |
| 10Y | +230.9% | +285.4% | -54.5% | +77.2% |
| All | +562.2% | +184.7% | +377.5% | +221.0% |
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