+162.0%
SO vs XME
+412.4%
-250.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | 0.0% | -0.2% | +0.3% | +0.1% |
| 30D | -2.5% | +1.4% | -3.9% | -2.8% |
| 3M | -4.2% | +2.7% | -6.9% | -4.8% |
| 6M | -7.7% | +6.5% | -14.2% | -9.2% |
| YTD | +3.8% | +15.2% | -11.4% | +0.4% |
| 1Y | +0.1% | +43.5% | -43.5% | -7.2% |
| 3Y | +44.2% | +135.9% | -91.7% | +20.2% |
| 5Y | +57.9% | +181.5% | -123.6% | +24.1% |
| 10Y | +162.0% | +436.9% | -274.9% | +46.2% |
| All | +162.0% | +412.4% | -250.4% | +46.2% |
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