+158.9%
SN vs XME
+5.2%
+153.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.1% | +4.5% |
| 7D | +10.6% | -5.5% | +16.1% | +12.8% |
| 30D | +20.0% | -11.1% | +31.1% | +25.0% |
| 3M | +30.4% | -11.1% | +41.5% | +35.4% |
| 6M | +91.0% | -18.0% | +109.0% | +102.8% |
| YTD | +95.9% | -7.4% | +103.3% | +88.5% |
| 1Y | +158.9% | +6.7% | +152.2% | +121.4% |
| All | +158.9% | +5.2% | +153.7% | +121.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling