-48.8%
S vs XME
+131.5%
-180.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.7% | +0.1% |
| 7D | -13.4% | -4.5% | -9.0% | -11.5% |
| 30D | -14.0% | -10.9% | -3.1% | -9.1% |
| 3M | +4.9% | -15.3% | +20.1% | +12.5% |
| 6M | +42.0% | -24.6% | +66.6% | +59.6% |
| YTD | +45.1% | -9.6% | +54.8% | +44.0% |
| 1Y | +33.1% | +2.9% | +30.2% | +22.0% |
| 3Y | +40.6% | +86.9% | -46.3% | -13.0% |
| 5Y | -67.5% | +115.2% | -182.6% | -80.5% |
| All | -48.8% | +131.5% | -180.3% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling