+101.7%
SMR vs XME
+93.2%
+8.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -0.7% |
| 7D | -8.3% | +0.3% | -8.6% | -8.5% |
| 30D | -20.1% | -6.1% | -13.9% | -9.9% |
| 3M | -52.7% | -18.6% | -34.1% | -31.7% |
| 6M | -61.0% | -23.9% | -37.1% | -36.4% |
| YTD | -67.1% | -9.3% | -57.8% | -58.1% |
| 1Y | -79.9% | +1.8% | -81.6% | -78.5% |
| 3Y | +101.7% | +93.0% | +8.7% | -21.7% |
| All | +101.7% | +93.2% | +8.6% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling