+568.6%
SE vs XME
+304.0%
+264.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -3.7% |
| 7D | -3.6% | -0.2% | -3.4% | -3.5% |
| 30D | -5.3% | +1.4% | -6.7% | -6.1% |
| 3M | +28.1% | +2.7% | +25.4% | +25.2% |
| 6M | +20.7% | +6.5% | +14.1% | +15.0% |
| YTD | -14.8% | +15.2% | -30.0% | -23.0% |
| 1Y | -43.6% | +43.5% | -87.1% | -55.3% |
| 3Y | +184.2% | +135.9% | +48.3% | +65.3% |
| 5Y | -66.3% | +181.5% | -247.8% | -82.0% |
| All | +568.6% | +304.0% | +264.6% | +186.7% |
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