-73.1%
SMR vs XME
+46.4%
-119.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.8% |
| 7D | +4.4% | -0.1% | +4.5% | +4.4% |
| 30D | +3.4% | +6.0% | -2.6% | -6.6% |
| 3M | -19.2% | -7.7% | -11.4% | -6.6% |
| 6M | -22.6% | +1.0% | -23.6% | -21.1% |
| YTD | -31.5% | +14.6% | -46.2% | -43.8% |
| 1Y | -73.1% | +46.0% | -119.0% | -84.7% |
| All | -73.1% | +46.4% | -119.5% | -84.7% |
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