-14.4%
SMR vs XME
+122.2%
-136.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.0% | -14.7% | -14.5% |
| 7D | -11.2% | -4.2% | -7.0% | -6.1% |
| 30D | -10.2% | -2.7% | -7.5% | -6.6% |
| 3M | -10.0% | -3.9% | -6.1% | -4.5% |
| 6M | -30.5% | -1.0% | -29.5% | -26.2% |
| YTD | -39.2% | +9.8% | -49.1% | -40.9% |
| 1Y | -75.5% | +32.5% | -108.1% | -79.8% |
| 3Y | +45.4% | +124.3% | -78.9% | -19.1% |
| All | -14.4% | +122.2% | -136.6% | -52.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling