+589.4%
SE vs XME
+302.0%
+287.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -6.1% | -0.1% | -6.0% | -6.1% |
| 30D | -2.5% | +6.0% | -8.4% | -5.6% |
| 3M | +21.7% | -7.7% | +29.5% | +26.1% |
| 6M | +27.0% | +1.0% | +26.0% | +24.3% |
| YTD | -12.1% | +14.6% | -26.8% | -20.4% |
| 1Y | -40.9% | +46.0% | -86.9% | -53.7% |
| 3Y | +191.0% | +127.0% | +64.0% | +72.9% |
| 5Y | -68.3% | +175.8% | -244.1% | -82.8% |
| All | +589.4% | +302.0% | +287.3% | +196.3% |
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