+448.1%
SN vs XME
+85.1%
+362.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.3% |
| 7D | +7.6% | -0.2% | +7.7% | +7.5% |
| 30D | +22.4% | -9.2% | +31.6% | +28.0% |
| 3M | +21.7% | -17.8% | +39.4% | +33.3% |
| 6M | +102.8% | -20.0% | +122.9% | +123.4% |
| YTD | +102.4% | -6.6% | +109.0% | +99.6% |
| 1Y | +139.0% | +1.8% | +137.2% | +122.9% |
| 3Y | +440.4% | +98.7% | +341.7% | +215.2% |
| All | +448.1% | +85.1% | +362.9% | +215.8% |
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