-47.8%
S vs XME
+132.3%
-180.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.4% |
| 7D | +2.0% | +0.3% | +1.7% | +2.0% |
| 30D | -2.7% | -6.1% | +3.4% | +0.4% |
| 3M | -6.9% | -18.6% | +11.7% | +2.0% |
| 6M | +38.1% | -23.9% | +62.0% | +54.8% |
| YTD | +48.0% | -9.3% | +57.3% | +46.8% |
| 1Y | +34.5% | +1.8% | +32.7% | +24.3% |
| 3Y | +38.3% | +93.0% | -54.7% | -15.8% |
| 5Y | -70.9% | +107.0% | -177.9% | -82.4% |
| All | -47.8% | +132.3% | -180.0% | -68.7% |
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