+194.9%
SO vs XME
+270.2%
-75.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.4% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +8.7% | -9.2% | +17.8% | +10.0% |
| 3M | +3.4% | -17.8% | +21.1% | +6.0% |
| 6M | +3.7% | -20.0% | +23.7% | +6.4% |
| YTD | +10.0% | -6.6% | +16.6% | +9.4% |
| 1Y | +6.6% | +1.8% | +4.8% | +4.3% |
| 3Y | +52.5% | +98.7% | -46.2% | +29.5% |
| 5Y | +76.1% | +123.9% | -47.9% | +42.8% |
| 10Y | +194.9% | +277.9% | -83.0% | +71.7% |
| All | +194.9% | +270.2% | -75.3% | +71.7% |
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 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