+47.9%
SO vs XME
+84.7%
-36.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.4% | -1.0% |
| 7D | -1.5% | -4.5% | +3.0% | -1.5% |
| 30D | +8.1% | -10.9% | +18.9% | +8.0% |
| 3M | +0.2% | -15.3% | +15.5% | +0.1% |
| 6M | +0.4% | -24.6% | +25.0% | +0.5% |
| YTD | +8.5% | -9.6% | +18.1% | +7.9% |
| 1Y | +4.9% | +2.9% | +2.0% | +4.0% |
| 3Y | +47.9% | +86.9% | -39.0% | +34.2% |
| All | +47.9% | +84.7% | -36.8% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling