+609.9%
SO vs XME
+184.7%
+425.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +0.6% |
| 7D | -1.1% | +0.9% | -2.0% | -1.3% |
| 30D | +8.6% | -7.3% | +15.9% | +9.5% |
| 3M | +1.8% | -14.8% | +16.6% | +3.7% |
| 6M | +3.6% | -18.4% | +22.0% | +5.8% |
| YTD | +9.9% | -4.7% | +14.6% | +9.3% |
| 1Y | +5.7% | +5.7% | 0.0% | +3.5% |
| 3Y | +52.5% | +104.0% | -51.5% | +34.1% |
| 5Y | +77.3% | +122.4% | -45.1% | +51.9% |
| 10Y | +186.8% | +285.4% | -98.6% | +115.7% |
| All | +609.9% | +184.7% | +425.2% | +394.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling