+4,789.7%
SITM vs XME
+352.2%
+4,437.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +6.4% |
| 7D | +3.9% | -4.2% | +8.1% | +7.6% |
| 30D | -6.6% | -2.7% | -3.9% | -4.5% |
| 3M | -11.9% | -3.9% | -7.9% | -9.1% |
| 6M | +81.1% | -1.0% | +82.1% | +81.7% |
| YTD | +80.0% | +9.8% | +70.2% | +59.9% |
| 1Y | +145.8% | +32.5% | +113.3% | +84.4% |
| 3Y | +475.9% | +124.3% | +351.5% | +181.5% |
| 5Y | +189.2% | +165.8% | +23.4% | +25.9% |
| All | +4,789.7% | +352.2% | +4,437.5% | +1,274.6% |
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 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