-77.1%
SE vs XME
+121.9%
-199.1%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.5% | -0.3% |
| 7D | +3.3% | +0.9% | +2.3% | +2.6% |
| 30D | -18.2% | -7.3% | -10.8% | -14.5% |
| 3M | -31.3% | -14.8% | -16.5% | -24.8% |
| 6M | -10.1% | -18.4% | +8.3% | -0.3% |
| YTD | -38.9% | -4.7% | -34.2% | -39.7% |
| 1Y | -48.0% | +5.7% | -53.7% | -52.2% |
| 3Y | +78.8% | +104.0% | -25.2% | -3.6% |
| 5Y | -77.1% | +122.4% | -199.6% | -89.4% |
| All | -77.1% | +121.9% | -199.1% | -89.4% |
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