-53.7%
SMR vs XME
+83.4%
-137.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -1.4% |
| 7D | -8.3% | +0.3% | -8.6% | -8.3% |
| 30D | -20.1% | -6.1% | -13.9% | -12.4% |
| 3M | -52.7% | -18.6% | -34.1% | -37.5% |
| 6M | -61.0% | -23.9% | -37.1% | -43.3% |
| YTD | -67.1% | -9.3% | -57.8% | -58.8% |
| 1Y | -79.9% | +1.8% | -81.6% | -77.4% |
| 3Y | +101.7% | +93.0% | +8.7% | +40.2% |
| All | -53.7% | +83.4% | -137.1% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling