+7.0%
SHW vs XME
+5.2%
+1.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.0% | +7.7% | +6.8% |
| 7D | +13.3% | -5.5% | +18.8% | +14.3% |
| 30D | +14.1% | -11.1% | +25.3% | +16.5% |
| 3M | +0.8% | -11.1% | +11.9% | +2.7% |
| 6M | +17.6% | -18.0% | +35.6% | +20.4% |
| YTD | +13.0% | -7.4% | +20.4% | +9.7% |
| 1Y | +7.0% | +6.7% | +0.3% | -0.6% |
| All | +7.0% | +5.2% | +1.8% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling