+10.2%
SHW vs XME
+108.0%
-97.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | +8.1% | -6.1% | +14.2% | +9.7% |
| 3M | -2.8% | -18.6% | +15.8% | +2.4% |
| 6M | +15.0% | -23.9% | +38.9% | +22.7% |
| YTD | +9.0% | -9.3% | +18.3% | +9.5% |
| 1Y | +4.5% | +1.8% | +2.7% | +1.1% |
| 3Y | +41.9% | +93.0% | -51.2% | +8.6% |
| All | +10.2% | +108.0% | -97.7% | -18.9% |
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