+4,507.3%
SITM vs XME
+377.3%
+4,130.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.3% | -3.1% |
| 7D | +8.4% | +3.6% | +4.7% | +5.0% |
| 30D | -17.4% | +3.6% | -21.1% | -20.1% |
| 3M | -9.8% | +1.2% | -11.1% | -11.0% |
| 6M | +83.0% | +9.0% | +73.9% | +68.9% |
| YTD | +69.6% | +15.9% | +53.7% | +44.0% |
| 1Y | +144.9% | +43.2% | +101.7% | +71.8% |
| 3Y | +429.9% | +137.4% | +292.5% | +146.9% |
| 5Y | +169.2% | +185.0% | -15.9% | +10.7% |
| All | +4,507.3% | +377.3% | +4,130.0% | +1,137.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling