-44.9%
S vs XME
+139.3%
-184.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.6% |
| 7D | +1.4% | -0.2% | +1.6% | +1.6% |
| 30D | -10.8% | -9.2% | -1.6% | -6.6% |
| 3M | +5.4% | -17.8% | +23.2% | +14.8% |
| 6M | +41.2% | -20.0% | +61.3% | +54.4% |
| YTD | +56.2% | -6.6% | +62.8% | +52.7% |
| 1Y | +36.3% | +1.8% | +34.5% | +26.3% |
| 3Y | +49.4% | +98.7% | -49.3% | -10.3% |
| 5Y | -66.9% | +123.9% | -190.8% | -80.5% |
| All | -44.9% | +139.3% | -184.2% | -67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling