+46.9%
SN vs XME
+42.3%
+4.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.1% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | -9.1% | +1.4% | -10.5% | -9.6% |
| 3M | +31.8% | +2.7% | +29.0% | +30.3% |
| 6M | +52.0% | +6.5% | +45.5% | +46.2% |
| YTD | +51.3% | +15.2% | +36.1% | +40.4% |
| 1Y | +46.9% | +43.5% | +3.4% | +19.9% |
| All | +46.9% | +42.3% | +4.6% | +19.9% |
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