-13.6%
SKDD vs XME
-8.6%
-5.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.0% | +11.4% | +7.9% |
| 7D | +28.7% | -5.5% | +34.1% | +13.4% |
| 30D | +54.1% | -11.1% | +65.2% | +21.2% |
| 3M | -22.7% | -11.1% | -11.6% | -33.2% |
| All | -13.6% | -8.6% | -5.1% | -2.6% |
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 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 · Available span rolling