+445.6%
SITM vs XME
+124.3%
+321.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.7% | +5.8% | +5.9% |
| 7D | +4.8% | -3.0% | +7.9% | +8.0% |
| 30D | -9.7% | -2.6% | -7.1% | -7.5% |
| 3M | -9.3% | +2.2% | -11.5% | -11.9% |
| 6M | +69.5% | +0.7% | +68.8% | +65.3% |
| YTD | +70.5% | +10.9% | +59.6% | +41.0% |
| 1Y | +145.3% | +35.7% | +109.5% | +55.3% |
| All | +445.6% | +124.3% | +321.3% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling