+970.9%
SMTC vs XME
+242.3%
+728.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.2% | +9.0% | +9.1% |
| 7D | +12.7% | -0.1% | +12.8% | +12.8% |
| 30D | +22.0% | +6.0% | +16.0% | +18.2% |
| 3M | -12.7% | -7.7% | -4.9% | -8.1% |
| 6M | +64.8% | +1.0% | +63.8% | +66.5% |
| YTD | +100.7% | +14.6% | +86.1% | +89.2% |
| 1Y | +146.9% | +46.0% | +100.9% | +105.4% |
| 3Y | +456.8% | +127.0% | +329.8% | +280.0% |
| 5Y | +89.2% | +175.8% | -86.6% | +16.4% |
| 10Y | +426.9% | +414.6% | +12.2% | +136.9% |
| All | +970.9% | +242.3% | +728.6% | +350.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling