+455.3%
SN vs XME
+88.9%
+366.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.5% | +0.2% |
| 7D | +7.6% | +0.9% | +6.7% | +7.0% |
| 30D | +24.1% | -7.3% | +31.4% | +28.4% |
| 3M | +23.7% | -14.8% | +38.5% | +33.1% |
| 6M | +105.5% | -18.4% | +123.9% | +124.1% |
| YTD | +105.1% | -4.7% | +109.8% | +100.2% |
| 1Y | +148.3% | +5.7% | +142.6% | +126.7% |
| 3Y | +438.7% | +104.0% | +334.7% | +210.6% |
| All | +455.3% | +88.9% | +366.4% | +216.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling