-71.5%
S vs XME
+179.6%
-251.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.8% |
| 7D | -5.8% | +3.6% | -9.4% | -7.6% |
| 30D | -9.2% | +3.6% | -12.8% | -11.1% |
| 3M | +23.4% | +1.2% | +22.1% | +21.5% |
| 6M | +36.9% | +9.0% | +27.9% | +27.5% |
| YTD | +29.5% | +15.9% | +13.6% | +13.9% |
| 1Y | +5.4% | +43.2% | -37.8% | -20.0% |
| 3Y | +14.7% | +137.4% | -122.7% | -38.8% |
| 5Y | -71.5% | +185.0% | -256.6% | -86.2% |
| All | -71.5% | +179.6% | -251.2% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling