+174.0%
SITM vs XME
+167.8%
+6.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.7% | +5.8% | +5.8% |
| 7D | +4.8% | -3.0% | +7.9% | +7.8% |
| 30D | -9.7% | -2.6% | -7.1% | -7.6% |
| 3M | -9.3% | +2.2% | -11.5% | -11.6% |
| 6M | +69.5% | +0.7% | +68.8% | +66.4% |
| YTD | +70.5% | +10.9% | +59.6% | +45.9% |
| 1Y | +145.3% | +35.7% | +109.5% | +68.8% |
| 3Y | +432.8% | +127.1% | +305.7% | +120.8% |
| 5Y | +174.0% | +168.5% | +5.6% | +3.7% |
| All | +174.0% | +167.8% | +6.2% | +3.7% |
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 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