+139.0%
SN vs XME
+1.1%
+137.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.6% |
| 7D | +7.6% | -0.2% | +7.7% | +7.5% |
| 30D | +22.4% | -9.2% | +31.6% | +26.5% |
| 3M | +21.7% | -17.8% | +39.4% | +30.3% |
| 6M | +102.8% | -20.0% | +122.9% | +118.4% |
| YTD | +102.4% | -6.6% | +109.0% | +93.1% |
| 1Y | +139.0% | +1.8% | +137.2% | +112.7% |
| All | +139.0% | +1.1% | +137.8% | +112.7% |
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