+363.5%
SE vs XME
+217.9%
+145.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +2.0% |
| 7D | -0.5% | +0.3% | -0.8% | -0.8% |
| 30D | -20.9% | -6.1% | -14.8% | -18.3% |
| 3M | -38.9% | -18.6% | -20.3% | -32.2% |
| 6M | -19.4% | -23.9% | +4.5% | -8.2% |
| YTD | -40.9% | -9.3% | -31.6% | -39.6% |
| 1Y | -46.2% | +1.8% | -48.0% | -48.5% |
| 3Y | +63.7% | +93.0% | -29.3% | +5.3% |
| 5Y | -77.9% | +107.0% | -184.9% | -86.1% |
| All | +363.5% | +217.9% | +145.5% | +124.9% |
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