Xperi Inc. (XPER) Stock Total Returns
Growth of $10,000 chart
2022-09-20 to 2026-04-21 to
$
%
%
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Investment Performance
Final Value
$2,887
Total Return
-71.13%
CAGR
-29.30%
Dividends
$0.00
Yield on Cost
0.00%
Rolling Returns
1-Month (21 Trading Days)
| Average | -1.71% |
| Median | -1.83% |
| Best | +42.35% |
| Worst | -46.27% |
| % of Windows Positive | 43.8% |
1-Year (252 Trading Days)
| Average | -17.78% |
| Median | -21.51% |
| Best | +32.61% |
| Worst | -63.31% |
| % of Windows Positive | 19.9% |
3-Year (756 Trading Days)
Risk Metrics
| Maximum Drawdown | -80.35% |
| Average Drawdown | -64.62% |
| Drawdown Duration | 890 Trading Days (Unrecovered) |
| Sortino Ratio | -0.54 |
| Calmar Ratio | -0.36 |
| CVaR (5%) | -6.93% |
Yearly Returns
| Year | Percentage | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|
| 2026 partial | +13.31% (+50.86% ann.) | +$1331.05 | $0.00 | $0.00 | $0.00 |
| 2025 | -42.94% | $4294.05 | $0.00 | $0.00 | $0.00 |
| 2024 | -6.81% | $680.57 | $0.00 | $0.00 | $0.00 |
| 2023 | +27.99% | +$2799.05 | $0.00 | $0.00 | $0.00 |
| 2022 partial | -62.57% (-97.14% ann.) | $6256.52 | $0.00 | $0.00 | $0.00 |
Market Regimes
about| Regime | Period | Percentage | Annual | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|---|---|
| Inflation shock / duration crash / aggressive tightening partial | September 20, 2022 – November 9, 2022 | -54.00% | -99.66% | $5400.00 | $0.00 | $0.00 | $0.00 |
| Disinflation rebound / AI-led narrow bull / higher-for-longer | November 10, 2022 – September 17, 2024 | -20.02% | -11.35% | $2001.81 | $0.00 | $0.00 | $0.00 |
| Disinflationary easing / resilient growth / AI capex under oil-shock test partial | September 18, 2024 – April 21, 2026 | -24.72% | -16.37% | $2471.64 | $0.00 | $0.00 | $0.00 |
Dividend History
| Date | Per Share | Yield % |
|---|---|---|
| Total | 0 payments |
No dividends recorded.
All calculations use split-adjusted closing prices. Dividends are reinvested on the ex-dividend date at that day's closing price.
For each rolling window, returns are calculated at every possible starting point:
return = (value[i] ÷ value[i − windowSize] − 1) × 100
- Windows
- 1-month = 21 trading days, 1-year = 252 trading days, 3-year = 756 trading days.
- Statistics
- Average: arithmetic mean. Median: middle value when sorted. Best / Worst: max and min. % Positive: share of windows with return > 0.
The series is segmented by calendar year:
return = (endValue ÷ startValue − 1) × 100
startValue is the last value of the prior year (or the first value for the initial year). Partial first/last years are flagged. Dividends, taxes, and transaction costs are scaled proportionally to the initial investment.