+101.6%
PSX vs XME
+34.9%
+66.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +1.7% | -4.2% | +5.9% | +1.7% |
| 30D | +15.6% | -2.7% | +18.3% | +15.6% |
| 3M | +46.5% | -3.9% | +50.4% | +46.8% |
| 6M | +55.0% | -1.0% | +56.0% | +55.0% |
| YTD | +105.3% | +9.8% | +95.5% | +102.8% |
| 1Y | +101.6% | +32.5% | +69.0% | +108.3% |
| All | +101.6% | +34.9% | +66.7% | +108.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling