+77.0%
SO vs XME
+110.8%
-33.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.4% | -1.3% |
| 7D | -1.5% | -4.5% | +3.0% | -1.2% |
| 30D | +8.1% | -10.9% | +18.9% | +8.9% |
| 3M | +0.2% | -15.3% | +15.5% | +1.2% |
| 6M | +0.4% | -24.6% | +25.0% | +2.3% |
| YTD | +8.5% | -9.6% | +18.1% | +8.1% |
| 1Y | +4.9% | +2.9% | +2.0% | +3.0% |
| 3Y | +47.9% | +86.9% | -39.0% | +32.3% |
| All | +77.0% | +110.8% | -33.8% | +59.7% |
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 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