+499.6%
SMTC vs XME
+426.6%
+73.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -0.1% |
| 7D | +17.5% | -3.0% | +20.6% | +20.4% |
| 30D | +21.3% | -2.6% | +23.9% | +23.9% |
| 3M | +3.1% | +2.2% | +1.0% | +2.3% |
| 6M | +81.7% | +0.7% | +81.0% | +83.6% |
| YTD | +115.9% | +10.9% | +105.0% | +101.8% |
| 1Y | +157.8% | +35.7% | +122.1% | +107.0% |
| 3Y | +557.3% | +127.1% | +430.2% | +273.2% |
| 5Y | +114.7% | +168.5% | -53.8% | +5.9% |
| All | +499.6% | +426.6% | +73.0% | +77.1% |
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