+280.4%
SHW vs XME
+421.4%
-140.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | -3.1% | -4.2% | +1.1% | -1.9% |
| 30D | -10.0% | -2.7% | -7.3% | -9.4% |
| 3M | +2.3% | -3.9% | +6.2% | +3.0% |
| 6M | +0.7% | -1.0% | +1.6% | -0.1% |
| YTD | +0.5% | +9.8% | -9.3% | -4.1% |
| 1Y | -11.5% | +32.5% | -44.0% | -21.2% |
| 3Y | +21.3% | +124.3% | -103.0% | -10.8% |
| 5Y | +12.5% | +165.8% | -153.3% | -24.0% |
| All | +280.4% | +421.4% | -140.9% | +77.0% |
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