+145.8%
SITM vs XME
+34.9%
+111.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +6.3% |
| 7D | +3.9% | -4.2% | +8.1% | +7.0% |
| 30D | -6.6% | -2.7% | -3.9% | -4.7% |
| 3M | -11.9% | -3.9% | -7.9% | -10.1% |
| 6M | +81.1% | -1.0% | +82.1% | +79.1% |
| YTD | +80.0% | +9.8% | +70.2% | +53.7% |
| 1Y | +145.8% | +32.5% | +113.3% | +57.7% |
| All | +145.8% | +34.9% | +111.0% | +57.7% |
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