+358.3%
SE vs XME
+223.0%
+135.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.8% | +1.8% |
| 7D | -1.5% | +5.3% | -6.8% | -4.3% |
| 30D | -22.3% | -8.2% | -14.1% | -18.8% |
| 3M | -41.8% | -18.4% | -23.4% | -35.5% |
| 6M | -22.4% | -22.8% | +0.4% | -12.2% |
| YTD | -41.6% | -7.9% | -33.7% | -40.8% |
| 1Y | -48.0% | -0.9% | -47.2% | -49.5% |
| 3Y | +63.9% | +96.0% | -32.1% | +4.5% |
| 5Y | -78.2% | +110.3% | -188.5% | -86.4% |
| All | +358.3% | +223.0% | +135.3% | +120.5% |
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